Last price paid | 0.26 | |
Change | -7.14% [ -0.02 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 14.06.2024 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 | +70.00% |
Year to date (YTD) | -48.00% |
1 month | -7.14% |
3 months | -23.53% |
1 year | +44.44% |
3 years | n.a. |
Issue price | 0.15 |
Underlying price on issue | 39.54 |
Premium | 0.02% |
Premium p.a. | 0.58% |
Leverage | 7.15 |
Implied volatility | 0.71 |
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 | 2.22% |
Premium p.a. | 57.77% |
Leverage | 9.38 |
Implied volatility | 71.10% |
Moneyness | in-the-money |
Leverage | 7.1491 |
Delta | 0.7618 |
Gamma | 0.0023 |
Theta | -0.0039 |
Rho | 0.0006 |
Vega | 0.0015 |
Fair value | 0.05 |
Intrinsic value | n.a. |
Break-even | 51.35 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
NOVARTIS N | 95.01 |
ROCHE GS | 247.60 |
Nestlé SA | 95.28 |
SWISSCOM N | 496.00 |
Lonza Group | 480.30 |
Name | Price |
---|---|
LOGITECH INT. | 88.38 |
Sika AG | 255.90 |
Partners Group Ho... | 1'154.50 |
Holcim | 80.04 |
ABB Ltd | 49.89 |