Last price paid | 0.21 | |
Change | -8.70% [ -0.02 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 28.05.2024 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 | +21.88% |
Year to date (YTD) | -8.70% |
1 month | +250.00% |
3 months | +16.67% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.16 |
Underlying price on issue | 235.30 |
Premium | 0.01% |
Premium p.a. | 0.06% |
Leverage | 11.54 |
Implied volatility | 0.31 |
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 | 0.52% |
Premium p.a. | 6.34% |
Leverage | 14.77 |
Implied volatility | 31.41% |
Moneyness | in-the-money |
Leverage | 11.5385 |
Delta | 0.7813 |
Gamma | 0.0002 |
Theta | -0.0007 |
Rho | 0.0008 |
Vega | 0.0022 |
Fair value | 0.02 |
Intrinsic value | n.a. |
Break-even | 289.50 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Swiss Re | 112.60 |
Givaudan | 4'239.00 |
Nestlé SA | 91.66 |
ZURICH INSURANCE | 468.60 |
SONOVA HLDG N | 288.10 |
Name | Price |
---|---|
Lonza Group | 485.00 |
Compagnie Financi... | 142.40 |
UBS | 28.04 |
Partners Group Ho... | 1'198.00 |
GEBERIT N | 557.60 |