Last price paid | 0.025 | |
Change | -16.67% [ 0.00 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 30.04.2024 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 | -77.78% |
Year to date (YTD) | 0.00% |
1 month | -54.55% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.09 |
Underlying price on issue | 175.90 |
Premium | 0.16% |
Premium p.a. | 1.65% |
Leverage | 19.87 |
Implied volatility | 0.35 |
ISIN | CH1268371783 |
Symbol | FHZFLZ |
Security | 126837178 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Flughafen Zuerich N, CH0319416936 |
Underlying ISIN | CH0319416936 |
Strike | 218.49 |
C/P type | call |
Subscription ratio | 49.66 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 49.65736 |
Value day | 14.06.2023 |
Premium | 16.32% |
Premium p.a. | 165.42% |
Leverage | 190.00 |
Implied volatility | 35.21% |
Moneyness | out-of-the-money |
Leverage | 19.8686 |
Delta | 0.1046 |
Gamma | 0.0002 |
Theta | -0.0011 |
Rho | 0.0004 |
Vega | 0.0022 |
Fair value | 0.02 |
Intrinsic value | n.a. |
Break-even | 221.00 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
SONOVA HLDG N | 297.30 |
LOGITECH INT. | 87.98 |
ABB Ltd | 48.97 |
Givaudan | 4'239.00 |
Swiss Life Hldg | 625.00 |
Name | Price |
---|---|
Nestlé SA | 93.30 |
KUEHNE & NAGEL | 243.70 |
SWISSCOM N | 494.00 |
NOVARTIS N | 92.77 |
Partners Group Ho... | 1'259.00 |