Last price paid | 0.11 | |
Change | +29.41% [ +0.03 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 31.05.2024 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 | -71.95% |
Year to date (YTD) | -38.89% |
1 month | -31.25% |
3 months | -67.65% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.41 |
Underlying price on issue | 202.40 |
Premium | 0.04% |
Premium p.a. | 0.49% |
Leverage | 31.80 |
Implied volatility | 0.18 |
ISIN | CH1268375503 |
Symbol | SCH11Z |
Security | 126837550 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Schindler Hldg PS I, CH0024638196 |
Underlying ISIN | CH0024638196 |
Strike | 238.96 |
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 | 3.72% |
Premium p.a. | 48.55% |
Leverage | 101.57 |
Implied volatility | 18.17% |
Moneyness | out-of-the-money |
Leverage | 31.8003 |
Delta | 0.3131 |
Gamma | 0.0015 |
Theta | -0.0039 |
Rho | 0.0027 |
Vega | 0.0114 |
Fair value | 0.12 |
Intrinsic value | n.a. |
Break-even | 242.30 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Swiss Re | 114.70 |
NOVARTIS N | 93.17 |
KUEHNE & NAGEL | 255.50 |
SWISSCOM N | 498.20 |
Nestlé SA | 95.56 |
Name | Price |
---|---|
Sika AG | 272.90 |
GEBERIT N | 550.40 |
Holcim | 78.78 |
Lonza Group | 486.40 |
Partners Group Ho... | 1'206.00 |