Last price paid | 0.20 | |
Change | -4.76% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 30.05.2024 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 | +6.25% |
Year to date (YTD) | -13.04% |
1 month | +233.33% |
3 months | +17.65% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.16 |
Underlying price on issue | 235.30 |
Premium | 0.02% |
Premium p.a. | 0.20% |
Leverage | 11.04 |
Implied volatility | 0.38 |
ISIN | CH1268373862 |
Symbol | SOOT7Z |
Security | 126837386 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Sonova Hldg N, CH0012549785 |
Underlying ISIN | CH0012549785 |
Strike | 270.00 |
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 | 1.52% |
Premium p.a. | 19.83% |
Leverage | 16.63 |
Implied volatility | 37.95% |
Moneyness | in-the-money |
Leverage | 11.0371 |
Delta | 0.6637 |
Gamma | 0.0001 |
Theta | -0.0013 |
Rho | 0.0008 |
Vega | 0.0027 |
Fair value | 0.04 |
Intrinsic value | n.a. |
Break-even | 287.00 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Swiss Re | 114.20 |
NOVARTIS N | 92.63 |
KUEHNE & NAGEL | 254.30 |
Nestlé SA | 95.30 |
SWISSCOM N | 495.00 |
Name | Price |
---|---|
Lonza Group | 482.80 |
SONOVA HLDG N | 283.20 |
GEBERIT N | 553.20 |
LOGITECH INT. | 88.64 |
Sika AG | 275.30 |