Last price paid | 0.35 | |
Change | -16.67% [ -0.07 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 28.05.2024 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 | +58.70% |
Year to date (YTD) | +191.67% |
1 month | +191.67% |
3 months | +1066.67% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.23 |
Underlying price on issue | 12.39 |
Premium | 0.00% |
Premium p.a. | 0.02% |
Leverage | 7.90 |
Implied volatility | 0.24 |
ISIN | CH1268374845 |
Symbol | CLN8XZ |
Security | 126837484 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Clariant N, CH0012142631 |
Underlying ISIN | CH0012142631 |
Strike | 13.00 |
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 | 0.17% |
Premium p.a. | 2.06% |
Leverage | 8.11 |
Implied volatility | 23.66% |
Moneyness | in-the-money |
Leverage | 7.9049 |
Delta | 0.9748 |
Gamma | 0.0116 |
Theta | -0.0003 |
Rho | 0.0021 |
Vega | 0.0005 |
Fair value | 0.00 |
Intrinsic value | n.a. |
Break-even | 14.83 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Swiss Re | 112.95 |
ROCHE GS | 230.50 |
SONOVA HLDG N | 289.30 |
Givaudan | 4'230.00 |
ABB Ltd | 49.72 |
Name | Price |
---|---|
Lonza Group | 484.80 |
UBS | 28.01 |
Partners Group Ho... | 1'196.00 |
Swiss Life Hldg | 626.00 |
LOGITECH INT. | 86.34 |