Last price paid | 0.055 | |
Change | -15.38% [ -0.01 ] | |
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 | -80.49% |
Year to date (YTD) | -69.44% |
1 month | -78.85% |
3 months | -78.85% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.41 |
Underlying price on issue | 202.40 |
Premium | 0.03% |
Premium p.a. | 0.58% |
Leverage | 45.94 |
Implied volatility | 0.17 |
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 | 2.55% |
Premium p.a. | 58.10% |
Leverage | 147.25 |
Implied volatility | 16.61% |
Moneyness | out-of-the-money |
Leverage | 45.9419 |
Delta | 0.3120 |
Gamma | 0.0021 |
Theta | -0.0047 |
Rho | 0.0016 |
Vega | 0.0087 |
Fair value | 0.08 |
Intrinsic value | n.a. |
Break-even | 241.60 |
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... | 1'192.50 |
Holcim | 81.68 |
GEBERIT N | 557.00 |
Sika AG | 272.70 |
Name | Price |
---|---|
SWISSCOM N | 494.20 |
Lonza Group | 490.80 |
SONOVA HLDG N | 287.10 |
Givaudan | 4'360.00 |
KUEHNE & NAGEL | 260.40 |