Last price paid | 1.29 | |
Change | +0.78% [ +0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 06.06.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 28.06.2023 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | +919.23% |
Year to date (YTD) | +1512.50% |
1 month | +2.38% |
3 months | +303.13% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.13 |
Underlying price on issue | 21.84 |
Premium | 0.00% |
Premium p.a. | 0.06% |
Leverage | 5.23 |
Implied volatility | 0.52 |
ISIN | CH1268374589 |
Symbol | ACL8WZ |
Security | 126837458 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Accelleron Ind N, CH1169360919 |
Underlying ISIN | CH1169360919 |
Strike | 30.00 |
C/P type | call |
Subscription ratio | 5.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 5 |
Value day | 21.06.2023 |
Premium | 0.34% |
Premium p.a. | 5.95% |
Leverage | 5.51 |
Implied volatility | 51.95% |
Moneyness | in-the-money |
Leverage | 5.2317 |
Delta | 0.9496 |
Gamma | 0.0046 |
Theta | -0.0024 |
Rho | 0.0032 |
Vega | 0.0018 |
Fair value | 0.03 |
Intrinsic value | n.a. |
Break-even | 36.62 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
ROCHE GS | 240.40 |
Compagnie Financi... | 150.00 |
Lonza Group | 506.40 |
Swiss Re | 113.10 |
Nestlé SA | 98.32 |
Name | Price |
---|---|
ABB Ltd | 50.02 |
Swiss Life Hldg | 635.60 |
GEBERIT N | 551.80 |
Givaudan | 4'298.00 |
Partners Group Ho... | 1'177.00 |