Last price paid | 0.015 | |
Change | -25.00% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 19.06.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 19.06.2023 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | -95.63% |
Year to date (YTD) | -62.50% |
1 month | -40.00% |
3 months | -40.00% |
1 year | -93.75% |
3 years | n.a. |
Issue price | 0.24 |
Underlying price on issue | 46.60 |
Premium | 0.03% |
Premium p.a. | 1.79% |
Leverage | 95.20 |
Implied volatility | 0.17 |
ISIN | CH1268369720 |
Symbol | UNABYZ |
Security | 126836972 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Unilever Rg, GB00B10RZP78 |
Underlying ISIN | GB00B10RZP78 |
Strike | 54.00 |
C/P type | call |
Subscription ratio | 5.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 5 |
Value day | 12.06.2023 |
Premium | 3.43% |
Premium p.a. | 179.10% |
Leverage | 949.02 |
Implied volatility | 17.44% |
Moneyness | out-of-the-money |
Leverage | 95.2007 |
Delta | 0.1003 |
Gamma | 0.0282 |
Theta | -0.0029 |
Rho | 0.0002 |
Vega | 0.0023 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 54.06 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Sika AG | 260.20 |
KUEHNE & NAGEL | 260.10 |
SONOVA HLDG N | 273.70 |
Lonza Group | 486.00 |
Holcim | 78.24 |
Name | Price |
---|---|
ROCHE GS | 249.90 |
Swiss Re | 111.20 |
Compagnie Financi... | 142.80 |
ZURICH INSURANCE | 480.30 |
SWISSCOM N | 500.50 |