Last price paid | 0.035 | |
Change | -12.50% [ 0.00 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | 6'000.00 Unit | |
Date/time | 31.05.2024 17:15 |
Fixing | 21.06.2024 |
Settlement date | 04.08.2023 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | -73.33% |
Year to date (YTD) | +16.67% |
1 month | n.a. |
3 months | -12.50% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.15 |
Underlying price on issue | 137.40 |
Premium | 0.03% |
Premium p.a. | 0.41% |
Leverage | 48.75 |
Implied volatility | 0.13 |
ISIN | CH1268380180 |
Symbol | BALGSZ |
Security | 126838018 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Baloise Hldg N, CH0012410517 |
Underlying ISIN | CH0012410517 |
Strike | 160.00 |
C/P type | call |
Subscription ratio | 20.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 20 |
Value day | 27.07.2023 |
Premium | 3.14% |
Premium p.a. | 40.97% |
Leverage | 194.88 |
Implied volatility | 12.81% |
Moneyness | out-of-the-money |
Leverage | 48.7460 |
Delta | 0.2501 |
Gamma | 0.0028 |
Theta | -0.0016 |
Rho | 0.0014 |
Vega | 0.0068 |
Fair value | 0.04 |
Intrinsic value | n.a. |
Break-even | 160.80 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Swiss Re | 114.70 |
NOVARTIS N | 93.17 |
KUEHNE & NAGEL | 255.50 |
SWISSCOM N | 498.20 |
Nestlé SA | 95.56 |
Name | Price |
---|---|
Sika AG | 272.90 |
GEBERIT N | 550.40 |
Holcim | 78.78 |
Lonza Group | 486.40 |
Partners Group Ho... | 1'206.00 |