Last price paid | 0.015 | |
Change | -25.00% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 13.05.2024 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 | -66.67% |
Year to date (YTD) | n.a. |
1 month | n.a. |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.03 |
Underlying price on issue | 114.65 |
Premium | 0.64% |
Premium p.a. | 7.82% |
Leverage | 6.22 |
Implied volatility | 1.29 |
ISIN | CH1268382202 |
Symbol | RDCB7Z |
Security | 126838220 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Redcare Pharmacy N, NL0012044747 |
Underlying ISIN | NL0012044747 |
Strike | 190.00 |
C/P type | call |
Subscription ratio | 250.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 250 |
Value day | 09.08.2023 |
Premium | 64.27% |
Premium p.a. | 781.97% |
Leverage | 46.40 |
Implied volatility | 129.49% |
Moneyness | out-of-the-money |
Leverage | 6.2218 |
Delta | 0.1341 |
Gamma | 0.0000 |
Theta | -0.0006 |
Rho | 0.0000 |
Vega | 0.0003 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 192.53 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Swiss Re | 112.50 |
Givaudan | 4'231.00 |
Nestlé SA | 91.62 |
ZURICH INSURANCE | 468.40 |
ROCHE GS | 228.60 |
Name | Price |
---|---|
Lonza Group | 482.70 |
UBS | 27.97 |
Compagnie Financi... | 142.15 |
Partners Group Ho... | 1'193.50 |
GEBERIT N | 556.00 |