Last price paid | 0.015 | |
Change | +50.00% [ +0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 07.05.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 21.06.2023 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | -75.00% |
Year to date (YTD) | -40.00% |
1 month | n.a. |
3 months | 0.00% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.08 |
Underlying price on issue | 13.13 |
Premium | 0.05% |
Premium p.a. | 0.47% |
Leverage | 22.52 |
Implied volatility | 0.21 |
ISIN | CH1268371692 |
Symbol | CLN3RZ |
Security | 126837169 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Clariant N, CH0012142631 |
Underlying ISIN | CH0012142631 |
Strike | 15.00 |
C/P type | call |
Subscription ratio | 10.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 10 |
Value day | 14.06.2023 |
Premium | 5.41% |
Premium p.a. | 47.01% |
Leverage | 72.10 |
Implied volatility | 21.15% |
Moneyness | out-of-the-money |
Leverage | 22.5178 |
Delta | 0.3123 |
Gamma | 0.0341 |
Theta | -0.0005 |
Rho | 0.0005 |
Vega | 0.0017 |
Fair value | 0.02 |
Intrinsic value | n.a. |
Break-even | 15.20 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Compagnie Financi... | 144.75 |
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Givaudan | 4'180.00 |
Nestlé SA | 96.62 |
LOGITECH INT. | 82.40 |
Name | Price |
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SONOVA HLDG N | 291.20 |
Partners Group Ho... | 1'258.00 |
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