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 | +1.72% |
Year to date (YTD) | +114.29% |
1 month | +25.00% |
3 months | -9.09% |
1 year | -3.23% |
3 years | n.a. |
Issue price | 0.29 |
Underlying price on issue | 175.90 |
Premium | 0.01% |
Premium p.a. | 0.76% |
Leverage | 10.08 |
Implied volatility | 0.69 |
ISIN | CH1268371916 |
Symbol | FHZ6CZ |
Security | 126837191 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Flughafen Zuerich N, CH0319416936 |
Underlying ISIN | CH0319416936 |
Strike | 182.74 |
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 | 1.45% |
Premium p.a. | 75.86% |
Leverage | 13.28 |
Implied volatility | 69.27% |
Moneyness | in-the-money |
Leverage | 10.0787 |
Delta | 0.7589 |
Gamma | 0.0003 |
Theta | -0.0086 |
Rho | 0.0005 |
Vega | 0.0017 |
Fair value | 0.06 |
Intrinsic value | n.a. |
Break-even | 198.75 |
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 |