Last price paid | 0.015 | |
Change | -25.00% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 29.05.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 07.07.2023 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | -83.33% |
Year to date (YTD) | +50.00% |
1 month | n.a. |
3 months | +50.00% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.06 |
Underlying price on issue | 4.46 |
Premium | 0.07% |
Premium p.a. | 1.27% |
Leverage | 25.38 |
Implied volatility | 0.30 |
ISIN | CH1268376618 |
Symbol | OERMAZ |
Security | 126837661 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | OC Oerlikon N, CH0000816824 |
Underlying ISIN | CH0000816824 |
Strike | 5.20 |
C/P type | call |
Subscription ratio | 4.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 4 |
Value day | 30.06.2023 |
Premium | 7.29% |
Premium p.a. | 126.69% |
Leverage | 122.10 |
Implied volatility | 30.25% |
Moneyness | out-of-the-money |
Leverage | 25.3781 |
Delta | 0.2078 |
Gamma | 0.2015 |
Theta | -0.0006 |
Rho | 0.0001 |
Vega | 0.0008 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 5.24 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
ROCHE GS | 242.60 |
Compagnie Financi... | 150.10 |
Swiss Re | 113.65 |
Holcim | 79.98 |
Alcon AG | 82.16 |
Name | Price |
---|---|
Partners Group Ho... | 1'165.00 |
Lonza Group | 500.20 |
Sika AG | 270.90 |
GEBERIT N | 550.80 |
SWISSCOM N | 503.50 |