Last price paid | 0.12 | |
Change | +20.00% [ +0.02 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 18.06.2024 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 | +56.25% |
Year to date (YTD) | +500.00% |
1 month | 0.00% |
3 months | +300.00% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.08 |
Underlying price on issue | 4.22 |
Premium | 0.01% |
Premium p.a. | 0.26% |
Leverage | 7.16 |
Implied volatility | 0.71 |
ISIN | CH1268381931 |
Symbol | OERH2Z |
Security | 126838193 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | OC Oerlikon N, CH0000816824 |
Underlying ISIN | CH0000816824 |
Strike | 4.40 |
C/P type | call |
Subscription ratio | 5.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 5 |
Value day | 09.08.2023 |
Premium | 0.58% |
Premium p.a. | 26.48% |
Leverage | 7.99 |
Implied volatility | 71.48% |
Moneyness | in-the-money |
Leverage | 7.1554 |
Delta | 0.8951 |
Gamma | 0.0686 |
Theta | -0.0012 |
Rho | 0.0002 |
Vega | 0.0003 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 5.03 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Partners Group Ho... | 1'174.00 |
Sika AG | 260.00 |
Holcim | 82.48 |
GEBERIT N | 543.40 |
Givaudan | 4'310.00 |
Name | Price |
---|---|
Compagnie Financi... | 139.25 |
KUEHNE & NAGEL | 258.30 |
NOVARTIS N | 93.34 |
Nestlé SA | 94.08 |
ROCHE GS | 249.20 |