Last price paid | 0.005 | |
Change | +400.00% [ 0.00 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 17.09.2024 17:20 |
Fixing | 20.09.2024 |
Settlement date | 21.08.2023 |
Last trading | 20.09.2024 |
Final fixing | 20.09.2024 |
Currency redemption | CHF |
Perf. since issue | -92.86% |
Year to date (YTD) | -94.74% |
1 month | n.a. |
3 months | -95.83% |
1 year | -95.45% |
3 years | n.a. |
Issue price | 0.14 |
Underlying price on issue | 139.00 |
Premium | 0.06% |
Premium p.a. | 2.94% |
Leverage | 44.65 |
Implied volatility | 0.33 |
ISIN | CH1268383358 |
Symbol | AMZ5BZ |
Security | 126838335 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.09.2024 |
Underlying | Amazon.Com Rg, US0231351067 |
Underlying ISIN | US0231351067 |
Strike | 200.00 |
C/P type | call |
Subscription ratio | 50.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 50 |
Value day | 14.08.2023 |
Premium | 5.65% |
Premium p.a. | 294.37% |
Leverage | 322.28 |
Implied volatility | 32.99% |
Moneyness | out-of-the-money |
Leverage | 44.6547 |
Delta | 0.1386 |
Gamma | 0.0006 |
Theta | -0.0023 |
Rho | 0.0001 |
Vega | 0.0010 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 200.59 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Compagnie Financi... | 134.65 |
Alcon AG | 84.66 |
SONOVA HLDG N | 302.80 |
Sika AG | 281.60 |
Partners Group Ho... | 1'269.00 |
Name | Price |
---|---|
Holcim | 83.18 |
ABB Ltd | 49.37 |
ZURICH INSURANCE | 512.80 |
Lonza Group | 538.40 |
SWISSCOM N | 552.50 |