Last price paid | 0.02 | |
Change | -20.00% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 20.06.2024 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 | -97.77% |
Year to date (YTD) | -95.45% |
1 month | -90.48% |
3 months | -77.78% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.47 |
Underlying price on issue | 34.72 |
Premium | 0.07% |
Premium p.a. | 3.41% |
Leverage | 40.15 |
Implied volatility | 0.37 |
ISIN | CH1268382137 |
Symbol | IFXGQZ |
Security | 126838213 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Infineon Technolo N, DE0006231004 |
Underlying ISIN | DE0006231004 |
Strike | 36.00 |
C/P type | call |
Subscription ratio | 10.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 10 |
Value day | 09.08.2023 |
Premium | 6.54% |
Premium p.a. | 340.77% |
Leverage | 307.76 |
Implied volatility | 37.18% |
Moneyness | out-of-the-money |
Leverage | 40.1482 |
Delta | 0.1305 |
Gamma | 0.0127 |
Theta | -0.0025 |
Rho | 0.0001 |
Vega | 0.0009 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 36.11 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Sika AG | 260.10 |
KUEHNE & NAGEL | 260.40 |
Lonza Group | 487.50 |
SONOVA HLDG N | 273.60 |
Swiss Life Hldg | 653.60 |
Name | Price |
---|---|
LOGITECH INT. | 85.50 |
ROCHE GS | 249.70 |
Swiss Re | 111.10 |
Compagnie Financi... | 142.65 |
ZURICH INSURANCE | 480.10 |