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 |
Issue price | 0.09 |
Underlying price on issue | 175.90 |
Premium | 0.13% |
Premium p.a. | 6.68% |
Leverage | 22.88 |
Implied volatility | 0.67 |
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 | 12.81% |
Premium p.a. | 668.09% |
Leverage | 195.90 |
Implied volatility | 67.40% |
Moneyness | out-of-the-money |
Leverage | 22.8768 |
Delta | 0.1168 |
Gamma | 0.0002 |
Theta | -0.0050 |
Rho | 0.0001 |
Vega | 0.0011 |
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 |
---|---|
Compagnie Financi... | 144.35 |
Sika AG | 257.10 |
Givaudan | 4'347.00 |
NOVARTIS N | 95.89 |
SWISSCOM N | 505.50 |
Name | Price |
---|---|
UBS | 26.51 |
Partners Group Ho... | 1'152.00 |
GEBERIT N | 540.40 |
ABB Ltd | 49.67 |
Alcon AG | 80.08 |