Last price paid | 0.03 | |
Change | -25.00% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | 5'000.00 Unit | |
Date/time | 28.05.2024 17:15 |
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 | -70.00% |
Year to date (YTD) | -70.00% |
1 month | n.a. |
3 months | -53.85% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.10 |
Underlying price on issue | 235.30 |
Premium | 0.05% |
Premium p.a. | 0.60% |
Leverage | 24.11 |
Implied volatility | 0.25 |
ISIN | CH1268373698 |
Symbol | SOOH7Z |
Security | 126837369 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Sonova Hldg N, CH0012549785 |
Underlying ISIN | CH0012549785 |
Strike | 300.00 |
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 | 5.10% |
Premium p.a. | 60.03% |
Leverage | 96.10 |
Implied volatility | 24.98% |
Moneyness | out-of-the-money |
Leverage | 24.1081 |
Delta | 0.2509 |
Gamma | 0.0002 |
Theta | -0.0008 |
Rho | 0.0005 |
Vega | 0.0026 |
Fair value | 0.03 |
Intrinsic value | n.a. |
Break-even | 303.00 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
SWISSCOM N | 491.80 |
KUEHNE & NAGEL | 251.20 |
Compagnie Financi... | 143.80 |
UBS | 28.31 |
ABB Ltd | 49.60 |
Name | Price |
---|---|
Lonza Group | 495.20 |
Sika AG | 276.10 |
Partners Group Ho... | 1'206.50 |
Alcon AG | 80.86 |
GEBERIT N | 560.60 |