Last price paid | 0.32 | |
Change | -8.57% [ -0.03 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 14.06.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 14.07.2023 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | +157.69% |
Year to date (YTD) | +1500.00% |
1 month | -27.27% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.13 |
Underlying price on issue | 14.79 |
Premium | 0.01% |
Premium p.a. | 0.24% |
Leverage | 5.99 |
Implied volatility | 0.73 |
ISIN | CH1268377467 |
Symbol | ENRFDZ |
Security | 126837746 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Siemens Energy N, DE000ENER6Y0 |
Underlying ISIN | DE000ENER6Y0 |
Strike | 20.00 |
C/P type | call |
Subscription ratio | 10.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 10 |
Value day | 07.07.2023 |
Premium | 0.72% |
Premium p.a. | 24.06% |
Leverage | 6.65 |
Implied volatility | 73.37% |
Moneyness | in-the-money |
Leverage | 5.9880 |
Delta | 0.9003 |
Gamma | 0.0062 |
Theta | -0.0024 |
Rho | 0.0005 |
Vega | 0.0007 |
Fair value | 0.02 |
Intrinsic value | n.a. |
Break-even | 23.51 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
UBS | 27.32 |
Givaudan | 4'335.00 |
ABB Ltd | 50.32 |
Swiss Life Hldg | 637.20 |
GEBERIT N | 545.00 |
Name | Price |
---|---|
NOVARTIS N | 93.71 |
Compagnie Financi... | 142.10 |
ROCHE GS | 245.00 |
SONOVA HLDG N | 275.90 |
Nestlé SA | 94.96 |