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 | 0.01% |
Premium p.a. | 0.06% |
Leverage | 7.38 |
Implied volatility | 0.34 |
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 | 0.51% |
Premium p.a. | 6.19% |
Leverage | 8.08 |
Implied volatility | 33.89% |
Moneyness | in-the-money |
Leverage | 7.3772 |
Delta | 0.9128 |
Gamma | 0.0221 |
Theta | -0.0008 |
Rho | 0.0019 |
Vega | 0.0013 |
Fair value | 0.02 |
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 | 113.30 |
Givaudan | 4'241.00 |
ZURICH INSURANCE | 470.00 |
ABB Ltd | 49.73 |
Nestlé SA | 91.86 |
Name | Price |
---|---|
Lonza Group | 486.30 |
Compagnie Financi... | 142.10 |
UBS | 28.06 |
GEBERIT N | 557.00 |
Partners Group Ho... | 1'199.50 |