Last price paid | 0.035 | |
Change | -12.50% [ 0.00 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 12.06.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 16.08.2023 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | -91.67% |
Year to date (YTD) | -92.22% |
1 month | -89.39% |
3 months | -88.33% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.42 |
Underlying price on issue | 861.00 |
Premium | 0.04% |
Premium p.a. | 0.94% |
Leverage | 49.40 |
Implied volatility | 0.19 |
ISIN | CH1268381733 |
Symbol | EMM6FZ |
Security | 126838173 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Emmi N, CH0012829898 |
Underlying ISIN | CH0012829898 |
Strike | 920.00 |
C/P type | call |
Subscription ratio | 100.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 100 |
Value day | 09.08.2023 |
Premium | 3.88% |
Premium p.a. | 94.43% |
Leverage | 254.00 |
Implied volatility | 18.67% |
Moneyness | out-of-the-money |
Leverage | 49.4019 |
Delta | 0.1945 |
Gamma | 0.0001 |
Theta | -0.0031 |
Rho | 0.0007 |
Vega | 0.0049 |
Fair value | 0.04 |
Intrinsic value | n.a. |
Break-even | 923.50 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
ROCHE GS | 245.80 |
SWISSCOM N | 495.80 |
LOGITECH INT. | 91.16 |
Nestlé SA | 95.10 |
Swiss Life Hldg | 635.20 |
Name | Price |
---|---|
Sika AG | 263.00 |
UBS | 27.21 |
Compagnie Financi... | 146.05 |
ABB Ltd | 50.68 |
SONOVA HLDG N | 281.00 |