Last price paid | 0.49 | |
Change | -5.77% [ -0.03 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 17.06.2024 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 | +13.10% |
Year to date (YTD) | +512.50% |
1 month | +104.17% |
3 months | +716.67% |
1 year | +2.08% |
3 years | n.a. |
Issue price | 0.42 |
Underlying price on issue | 46.60 |
Premium | 0.00% |
Premium p.a. | 0.06% |
Leverage | 19.85 |
Implied volatility | 0.18 |
ISIN | CH1268369761 |
Symbol | UNA5XZ |
Security | 126836976 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Unilever Rg, GB00B10RZP78 |
Underlying ISIN | GB00B10RZP78 |
Strike | 50.00 |
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 | 0.16% |
Premium p.a. | 5.67% |
Leverage | 20.96 |
Implied volatility | 17.82% |
Moneyness | in-the-money |
Leverage | 19.8518 |
Delta | 0.9473 |
Gamma | 0.0142 |
Theta | -0.0023 |
Rho | 0.0025 |
Vega | 0.0017 |
Fair value | 0.02 |
Intrinsic value | n.a. |
Break-even | 52.50 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
ABB Ltd | 51.12 |
Swiss Life Hldg | 647.60 |
Lonza Group | 479.00 |
Partners Group Ho... | 1'160.00 |
Swiss Re | 111.35 |
Name | Price |
---|---|
Compagnie Financi... | 141.15 |
NOVARTIS N | 93.04 |
Nestlé SA | 94.74 |
SONOVA HLDG N | 271.00 |
Alcon AG | 78.62 |