Last price paid | 0.74 | |
Change | -2.63% [ -0.02 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 04.06.2024 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 | +116.18% |
Year to date (YTD) | +393.33% |
1 month | +236.36% |
3 months | +117.65% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.34 |
Underlying price on issue | 130.80 |
Premium | 0.00% |
Premium p.a. | 0.04% |
Leverage | 9.85 |
Implied volatility | 0.25 |
ISIN | CH1268376279 |
Symbol | BALUQZ |
Security | 126837627 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Baloise Hldg N, CH0012410517 |
Underlying ISIN | CH0012410517 |
Strike | 140.00 |
C/P type | call |
Subscription ratio | 20.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 20 |
Value day | 30.06.2023 |
Premium | 0.26% |
Premium p.a. | 3.94% |
Leverage | 10.50 |
Implied volatility | 25.23% |
Moneyness | in-the-money |
Leverage | 9.8529 |
Delta | 0.9387 |
Gamma | 0.0006 |
Theta | -0.0015 |
Rho | 0.0043 |
Vega | 0.0024 |
Fair value | 0.02 |
Intrinsic value | n.a. |
Break-even | 154.70 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Lonza Group | 492.30 |
Nestlé SA | 97.60 |
Givaudan | 4'263.00 |
SONOVA HLDG N | 285.80 |
ROCHE GS | 234.20 |
Name | Price |
---|---|
UBS | 27.82 |
Swiss Re | 111.55 |
ABB Ltd | 49.13 |
ZURICH INSURANCE | 470.30 |
GEBERIT N | 548.40 |