Last price paid | 0.015 | |
Change | -25.00% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 03.06.2024 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 | -88.89% |
Year to date (YTD) | -50.00% |
1 month | n.a. |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.09 |
Underlying price on issue | 710.75 |
Premium | 0.09% |
Premium p.a. | 1.96% |
Leverage | 27.96 |
Implied volatility | 0.34 |
ISIN | CH1268372468 |
Symbol | EMSMAZ |
Security | 126837246 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | EMS-CHEM HLDG N, CH0016440353 |
Underlying ISIN | CH0016440353 |
Strike | 795.03 |
C/P type | call |
Subscription ratio | 397.46 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 397.4562 |
Value day | 14.06.2023 |
Premium | 8.58% |
Premium p.a. | 195.62% |
Leverage | 185.13 |
Implied volatility | 34.19% |
Moneyness | out-of-the-money |
Leverage | 27.9606 |
Delta | 0.1510 |
Gamma | 0.0000 |
Theta | -0.0010 |
Rho | 0.0001 |
Vega | 0.0009 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 804.00 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
ABB Ltd | 51.52 |
Partners Group Ho... | 1'189.00 |
Holcim | 81.88 |
LOGITECH INT. | 90.94 |
Alcon AG | 82.10 |
Name | Price |
---|---|
Lonza Group | 485.10 |
SWISSCOM N | 492.60 |
SONOVA HLDG N | 285.60 |
Givaudan | 4'360.00 |
KUEHNE & NAGEL | 259.90 |