Last price paid | 0.72 | |
Change | -5.26% [ -0.04 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 28.05.2024 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 | +113.24% |
Year to date (YTD) | +380.00% |
1 month | +323.53% |
3 months | +132.26% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.34 |
Underlying price on issue | 130.80 |
Premium | 0.00% |
Premium p.a. | 0.06% |
Leverage | 9.58 |
Implied volatility | 0.26 |
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 | 0.46% |
Premium p.a. | 5.54% |
Leverage | 10.61 |
Implied volatility | 26.16% |
Moneyness | in-the-money |
Leverage | 9.5847 |
Delta | 0.9036 |
Gamma | 0.0007 |
Theta | -0.0019 |
Rho | 0.0051 |
Vega | 0.0037 |
Fair value | 0.03 |
Intrinsic value | n.a. |
Break-even | 154.50 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Swiss Re | 113.25 |
Givaudan | 4'247.00 |
ABB Ltd | 49.79 |
ZURICH INSURANCE | 470.00 |
Sika AG | 276.80 |
Name | Price |
---|---|
Lonza Group | 486.70 |
Compagnie Financi... | 142.25 |
UBS | 28.07 |
Partners Group Ho... | 1'197.50 |
Alcon AG | 80.38 |