Last price paid | 0.38 | |
Change | -2.56% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 10.06.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 27.06.2023 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | +63.04% |
Year to date (YTD) | +8.57% |
1 month | +58.33% |
3 months | -2.56% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.23 |
Underlying price on issue | 235.30 |
Premium | 0.00% |
Premium p.a. | 0.06% |
Leverage | 6.77 |
Implied volatility | 0.64 |
ISIN | CH1268373854 |
Symbol | SOO4QZ |
Security | 126837385 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Sonova Hldg N, CH0012549785 |
Underlying ISIN | CH0012549785 |
Strike | 250.00 |
C/P type | call |
Subscription ratio | 100.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 100 |
Value day | 20.06.2023 |
Premium | 0.28% |
Premium p.a. | 6.37% |
Leverage | 7.65 |
Implied volatility | 64.00% |
Moneyness | in-the-money |
Leverage | 6.7661 |
Delta | 0.8850 |
Gamma | 0.0001 |
Theta | -0.0012 |
Rho | 0.0004 |
Vega | 0.0010 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 287.50 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
ABB Ltd | 50.74 |
Swiss Re | 112.50 |
LOGITECH INT. | 90.28 |
Partners Group Ho... | 1'173.00 |
ZURICH INSURANCE | 473.90 |
Name | Price |
---|---|
Lonza Group | 475.50 |
SWISSCOM N | 497.60 |
SONOVA HLDG N | 287.60 |
Compagnie Financi... | 147.25 |
Givaudan | 4'362.00 |