Last price paid | 0.035 | |
Change | -12.50% [ 0.00 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 10.06.2024 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 | -80.00% |
Year to date (YTD) | -41.67% |
1 month | -65.00% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.15 |
Underlying price on issue | 710.75 |
Premium | 0.03% |
Premium p.a. | 0.63% |
Leverage | 25.74 |
Implied volatility | 0.25 |
ISIN | CH1268372526 |
Symbol | EMSG1Z |
Security | 126837252 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | EMS-CHEM HLDG N, CH0016440353 |
Underlying ISIN | CH0016440353 |
Strike | 735.41 |
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 | 2.94% |
Premium p.a. | 63.19% |
Leverage | 60.88 |
Implied volatility | 25.45% |
Moneyness | out-of-the-money |
Leverage | 25.7357 |
Delta | 0.4228 |
Gamma | 0.0000 |
Theta | -0.0012 |
Rho | 0.0003 |
Vega | 0.0015 |
Fair value | 0.03 |
Intrinsic value | n.a. |
Break-even | 752.00 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
ROCHE GS | 241.60 |
SONOVA HLDG N | 288.10 |
Partners Group Ho... | 1'163.50 |
Givaudan | 4'356.00 |
NOVARTIS N | 94.08 |
Name | Price |
---|---|
KUEHNE & NAGEL | 259.60 |
LOGITECH INT. | 89.48 |
ZURICH INSURANCE | 470.40 |
Lonza Group | 495.10 |
Nestlé SA | 94.60 |