Last price paid | 0.025 | |
Change | -16.67% [ 0.00 ] | |
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 | -90.63% |
Year to date (YTD) | n.a. |
1 month | -79.17% |
3 months | n.a. |
1 year | -91.38% |
3 years | n.a. |
Issue price | 0.32 |
Underlying price on issue | 24.02 |
Premium | 0.02% |
Premium p.a. | 0.68% |
Leverage | 38.69 |
Implied volatility | 0.23 |
ISIN | CH1268369233 |
Symbol | ENR6EZ |
Security | 126836923 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Siemens Energy N, DE000ENER6Y0 |
Underlying ISIN | DE000ENER6Y0 |
Strike | 25.00 |
C/P type | call |
Subscription ratio | 10.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 10 |
Value day | 12.06.2023 |
Premium | 1.50% |
Premium p.a. | 68.46% |
Leverage | 79.37 |
Implied volatility | 22.66% |
Moneyness | out-of-the-money |
Leverage | 38.6901 |
Delta | 0.4875 |
Gamma | 0.0496 |
Theta | -0.0022 |
Rho | 0.0002 |
Vega | 0.0014 |
Fair value | 0.03 |
Intrinsic value | n.a. |
Break-even | 25.31 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Partners Group Ho... | 1'178.50 |
SONOVA HLDG N | 274.20 |
Alcon AG | 79.88 |
Swiss Re | 113.15 |
Lonza Group | 480.60 |
Name | Price |
---|---|
KUEHNE & NAGEL | 258.80 |
Compagnie Financi... | 139.65 |
LOGITECH INT. | 87.24 |
Holcim | 81.54 |
ROCHE GS | 250.00 |