Last price paid | 1.53 | |
Change | +7.75% [ +0.11 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 23.05.2024 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. | 0.02% |
Leverage | 4.52 |
Implied volatility | 0.64 |
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 | 0.20% |
Premium p.a. | 2.02% |
Leverage | 4.90 |
Implied volatility | 64.12% |
Moneyness | in-the-money |
Leverage | 4.5177 |
Delta | 0.9222 |
Gamma | 0.0083 |
Theta | -0.0015 |
Rho | 0.0015 |
Vega | 0.0029 |
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 | 297.30 |
LOGITECH INT. | 87.98 |
ABB Ltd | 48.97 |
Givaudan | 4'239.00 |
Swiss Life Hldg | 625.00 |
Name | Price |
---|---|
Nestlé SA | 93.30 |
KUEHNE & NAGEL | 243.70 |
SWISSCOM N | 494.00 |
NOVARTIS N | 92.77 |
Partners Group Ho... | 1'259.00 |