Last price paid | 0.02 | |
Change | +33.33% [ +0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 13.03.2024 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 | -95.24% |
Year to date (YTD) | -42.86% |
1 month | n.a. |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.42 |
Underlying price on issue | 57.54 |
Premium | 0.19% |
Premium p.a. | 2.21% |
Leverage | 20.67 |
Implied volatility | 0.39 |
ISIN | CH1268371536 |
Symbol | BAERQZ |
Security | 126837153 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Julius Baer Grp N, CH0102484968 |
Underlying ISIN | CH0102484968 |
Strike | 64.00 |
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 | 18.80% |
Premium p.a. | 221.37% |
Leverage | 270.20 |
Implied volatility | 38.75% |
Moneyness | out-of-the-money |
Leverage | 20.6688 |
Delta | 0.0765 |
Gamma | 0.0024 |
Theta | -0.0014 |
Rho | 0.0003 |
Vega | 0.0023 |
Fair value | 0.02 |
Intrinsic value | n.a. |
Break-even | 64.20 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
SWISSCOM N | 491.80 |
KUEHNE & NAGEL | 251.20 |
Compagnie Financi... | 143.80 |
UBS | 28.31 |
ABB Ltd | 49.60 |
Name | Price |
---|---|
Lonza Group | 495.20 |
Sika AG | 276.10 |
Partners Group Ho... | 1'206.50 |
Alcon AG | 80.86 |
GEBERIT N | 560.60 |