Last price paid | 0.74 | |
Change | -2.63% [ -0.02 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 11.06.2024 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 | +3.52% |
Year to date (YTD) | +72.09% |
1 month | -26.00% |
3 months | -1.33% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.71 |
Underlying price on issue | 202.40 |
Premium | 0.01% |
Premium p.a. | 0.18% |
Leverage | 12.78 |
Implied volatility | 0.32 |
ISIN | CH1268375347 |
Symbol | SCHYTZ |
Security | 126837534 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Schindler Hldg PS I, CH0024638196 |
Underlying ISIN | CH0024638196 |
Strike | 219.05 |
C/P type | call |
Subscription ratio | 19.91 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 19.91357 |
Value day | 21.06.2023 |
Premium | 0.82% |
Premium p.a. | 17.52% |
Leverage | 15.84 |
Implied volatility | 31.77% |
Moneyness | in-the-money |
Leverage | 12.7750 |
Delta | 0.8067 |
Gamma | 0.0009 |
Theta | -0.0068 |
Rho | 0.0040 |
Vega | 0.0069 |
Fair value | 0.09 |
Intrinsic value | n.a. |
Break-even | 234.70 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
ROCHE GS | 241.60 |
SONOVA HLDG N | 288.10 |
Partners Group Ho... | 1'163.50 |
Givaudan | 4'356.00 |
NOVARTIS N | 94.08 |
Name | Price |
---|---|
KUEHNE & NAGEL | 259.60 |
LOGITECH INT. | 89.48 |
ZURICH INSURANCE | 470.40 |
Lonza Group | 495.10 |
Nestlé SA | 94.60 |