Last price paid | 0.02 | |
Change | -20.00% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 29.04.2024 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 | -97.56% |
Year to date (YTD) | -97.89% |
1 month | -95.65% |
3 months | -95.35% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.41 |
Underlying price on issue | 36.24 |
Premium | 0.36% |
Premium p.a. | 4.33% |
Leverage | 14.66 |
Implied volatility | 0.60 |
ISIN | CH1268374449 |
Symbol | INTM5Z |
Security | 126837444 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Intel Rg, US4581401001 |
Underlying ISIN | US4581401001 |
Strike | 42.00 |
C/P type | call |
Subscription ratio | 10.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 10 |
Value day | 20.06.2023 |
Premium | 35.57% |
Premium p.a. | 432.83% |
Leverage | 283.57 |
Implied volatility | 60.45% |
Moneyness | out-of-the-money |
Leverage | 14.6619 |
Delta | 0.0517 |
Gamma | 0.0022 |
Theta | -0.0009 |
Rho | 0.0001 |
Vega | 0.0009 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 42.11 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Lonza Group | 485.20 |
UBS | 28.02 |
Partners Group Ho... | 1'196.50 |
Holcim | 79.32 |
LOGITECH INT. | 86.44 |