Last price paid | 0.015 | |
Change | -40.00% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 24.05.2024 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 | -93.21% |
Year to date (YTD) | -86.36% |
1 month | n.a. |
3 months | -57.14% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.14 |
Underlying price on issue | 146.50 |
Premium | 0.06% |
Premium p.a. | 0.82% |
Leverage | 30.07 |
Implied volatility | 0.22 |
ISIN | CH1268372369 |
Symbol | BKW8MZ |
Security | 126837236 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | BKW N, CH0130293662 |
Underlying ISIN | CH0130293662 |
Strike | 150.00 |
C/P type | call |
Subscription ratio | 100.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 100 |
Value day | 14.06.2023 |
Premium | 6.30% |
Premium p.a. | 82.16% |
Leverage | 149.47 |
Implied volatility | 22.24% |
Moneyness | out-of-the-money |
Leverage | 30.0685 |
Delta | 0.2012 |
Gamma | 0.0003 |
Theta | -0.0004 |
Rho | 0.0002 |
Vega | 0.0011 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 150.95 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Swiss Re | 114.70 |
NOVARTIS N | 93.17 |
KUEHNE & NAGEL | 255.50 |
SWISSCOM N | 498.20 |
Nestlé SA | 95.56 |
Name | Price |
---|---|
Sika AG | 272.90 |
GEBERIT N | 550.40 |
Holcim | 78.78 |
Lonza Group | 486.40 |
Partners Group Ho... | 1'206.00 |