Last price paid | 0.03 | |
Change | -14.29% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 21.05.2024 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 | -94.57% |
Year to date (YTD) | -64.71% |
1 month | n.a. |
3 months | -50.00% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.46 |
Underlying price on issue | 56.75 |
Premium | 0.13% |
Premium p.a. | 2.97% |
Leverage | 23.42 |
Implied volatility | 0.44 |
ISIN | CH1268375461 |
Symbol | VONXDZ |
Security | 126837546 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Vontobel Holding N, CH0012335540 |
Underlying ISIN | CH0012335540 |
Strike | 60.00 |
C/P type | call |
Subscription ratio | 10.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 10 |
Value day | 21.06.2023 |
Premium | 13.04% |
Premium p.a. | 297.46% |
Leverage | 213.20 |
Implied volatility | 44.10% |
Moneyness | out-of-the-money |
Leverage | 23.4212 |
Delta | 0.1099 |
Gamma | 0.0038 |
Theta | -0.0029 |
Rho | 0.0002 |
Vega | 0.0021 |
Fair value | 0.03 |
Intrinsic value | n.a. |
Break-even | 60.25 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
ABB Ltd | 51.52 |
Partners Group Ho... | 1'189.00 |
Holcim | 81.88 |
LOGITECH INT. | 90.94 |
Alcon AG | 82.10 |
Name | Price |
---|---|
Lonza Group | 485.10 |
SWISSCOM N | 492.60 |
SONOVA HLDG N | 285.60 |
Givaudan | 4'360.00 |
KUEHNE & NAGEL | 259.90 |