Last price paid | 1.02 | |
Change | -5.56% [ -0.06 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 20.06.2024 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 | +45.83% |
Year to date (YTD) | +168.42% |
1 month | +9.68% |
3 months | +54.55% |
1 year | +56.92% |
3 years | n.a. |
Issue price | 0.72 |
Underlying price on issue | 16.24 |
Premium | n.a. |
Premium p.a. | n.a. |
Leverage | n.a. |
Implied volatility | n.a. |
ISIN | CH1268369753 |
Symbol | VAROXZ |
Security | 126836975 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Varta, DE000A0TGJ55 |
Underlying ISIN | DE000A0TGJ55 |
Strike | 20.00 |
C/P type | put |
Subscription ratio | 10.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 10 |
Value day | 12.06.2023 |
Premium | n.a. |
Premium p.a. | n.a. |
Leverage | 0.86 |
Implied volatility | n.a. |
Moneyness | in-the-money |
Leverage | n.a. |
Delta | n.a. |
Gamma | n.a. |
Theta | n.a. |
Rho | n.a. |
Vega | n.a. |
Fair value | 0.05 |
Intrinsic value | n.a. |
Break-even | n.a. |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Sika AG | 260.40 |
KUEHNE & NAGEL | 260.00 |
SONOVA HLDG N | 273.80 |
Lonza Group | 486.00 |
Holcim | 78.28 |
Name | Price |
---|---|
ROCHE GS | 249.60 |
Nestlé SA | 92.88 |
Compagnie Financi... | 142.80 |
Swiss Re | 111.25 |
LOGITECH INT. | 85.90 |