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 | -95.31% |
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 | 0.04% |
Premium p.a. | 1.84% |
Leverage | 37.98 |
Implied volatility | 0.31 |
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 | 4.04% |
Premium p.a. | 184.38% |
Leverage | 153.87 |
Implied volatility | 30.87% |
Moneyness | out-of-the-money |
Leverage | 37.9838 |
Delta | 0.2469 |
Gamma | 0.0297 |
Theta | -0.0022 |
Rho | 0.0001 |
Vega | 0.0011 |
Fair value | 0.02 |
Intrinsic value | n.a. |
Break-even | 25.16 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Partners Group Ho... | 1'175.50 |
Sika AG | 260.50 |
Holcim | 82.52 |
GEBERIT N | 543.80 |
Givaudan | 4'313.00 |
Name | Price |
---|---|
Compagnie Financi... | 139.30 |
KUEHNE & NAGEL | 258.60 |
NOVARTIS N | 93.38 |
Nestlé SA | 94.12 |
ROCHE GS | 249.40 |