Last price paid | 0.20 | |
Change | -13.04% [ -0.03 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | 1'050.00 Unit | |
Date/time | 21.06.2024 12:00 |
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 | +46.67% |
Year to date (YTD) | -60.00% |
1 month | -23.08% |
3 months | -50.00% |
1 year | -45.95% |
3 years | n.a. |
Issue price | 0.15 |
Underlying price on issue | 39.54 |
Premium | 0.00% |
Premium p.a. | 0.06% |
Leverage | 10.68 |
Implied volatility | 0.35 |
ISIN | CH1268369084 |
Symbol | 1COBZZ |
Security | 126836908 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Covestro I, DE0006062144 |
Underlying ISIN | DE0006062144 |
Strike | 46.00 |
C/P type | call |
Subscription ratio | 20.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 20 |
Value day | 12.06.2023 |
Premium | 0.11% |
Premium p.a. | 5.69% |
Leverage | 10.96 |
Implied volatility | 35.41% |
Moneyness | in-the-money |
Leverage | 10.6764 |
Delta | 0.9745 |
Gamma | 0.0012 |
Theta | -0.0006 |
Rho | 0.0004 |
Vega | 0.0002 |
Fair value | 0.00 |
Intrinsic value | n.a. |
Break-even | 50.62 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
Name | Price |
---|---|
KUEHNE & NAGEL | 263.10 |
SONOVA HLDG N | 276.10 |
LOGITECH INT. | 88.00 |
Sika AG | 260.70 |
Lonza Group | 489.50 |
Name | Price |
---|---|
ZURICH INSURANCE | 481.70 |
Compagnie Financi... | 143.30 |
Swiss Re | 112.20 |
SWISSCOM N | 505.00 |
ROCHE GS | 253.70 |