Last price paid | 0.10 | |
Change | -9.09% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 11.06.2024 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 | +18.75% |
Year to date (YTD) | +400.00% |
1 month | +17.65% |
3 months | +150.00% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.08 |
Underlying price on issue | 4.22 |
Premium | 0.00% |
Premium p.a. | 0.06% |
Leverage | 9.62 |
Implied volatility | 0.34 |
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 | 0.23% |
Premium p.a. | 5.90% |
Leverage | 10.24 |
Implied volatility | 33.85% |
Moneyness | in-the-money |
Leverage | 9.6170 |
Delta | 0.9392 |
Gamma | 0.0742 |
Theta | -0.0003 |
Rho | 0.0003 |
Vega | 0.0002 |
Fair value | 0.00 |
Intrinsic value | n.a. |
Break-even | 4.87 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
NOVARTIS N | 95.01 |
ROCHE GS | 247.60 |
Nestlé SA | 95.28 |
SWISSCOM N | 496.00 |
Lonza Group | 480.30 |
Name | Price |
---|---|
LOGITECH INT. | 88.38 |
Sika AG | 255.90 |
Partners Group Ho... | 1'154.50 |
Holcim | 80.04 |
ABB Ltd | 49.89 |