Last price paid | 1.42 | |
Change | -3.40% [ -0.05 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 22.05.2024 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 | +1080.77% |
Year to date (YTD) | +1675.00% |
1 month | +42.00% |
3 months | +468.00% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.13 |
Underlying price on issue | 21.84 |
Premium | 0.00% |
Premium p.a. | 0.01% |
Leverage | 4.57 |
Implied volatility | 0.63 |
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 | 0.15% |
Premium p.a. | 1.48% |
Leverage | 4.90 |
Implied volatility | 62.74% |
Moneyness | in-the-money |
Leverage | 4.5688 |
Delta | 0.9321 |
Gamma | 0.0086 |
Theta | -0.0012 |
Rho | 0.0013 |
Vega | 0.0025 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 37.68 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
SONOVA HLDG N | 297.00 |
LOGITECH INT. | 87.88 |
ABB Ltd | 48.93 |
Givaudan | 4'240.00 |
Swiss Life Hldg | 624.60 |
Name | Price |
---|---|
Nestlé SA | 93.24 |
KUEHNE & NAGEL | 243.30 |
SWISSCOM N | 493.40 |
Partners Group Ho... | 1'257.50 |
NOVARTIS N | 92.83 |