Last price paid | 1.42 | |
Change | -2.07% [ -0.03 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 28.05.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 29.08.2023 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | +229.07% |
Year to date (YTD) | +32.71% |
1 month | 0.00% |
3 months | -10.69% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.43 |
Underlying price on issue | 136.50 |
Premium | 0.01% |
Premium p.a. | 0.06% |
Leverage | 5.88 |
Implied volatility | 0.38 |
ISIN | CH1268384646 |
Symbol | SIEBQZ |
Security | 126838464 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Siemens N, DE0007236101 |
Underlying ISIN | DE0007236101 |
Strike | 150.00 |
C/P type | call |
Subscription ratio | 20.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 20 |
Value day | 22.08.2023 |
Premium | 0.54% |
Premium p.a. | 6.40% |
Leverage | 6.22 |
Implied volatility | 38.21% |
Moneyness | in-the-money |
Leverage | 5.8760 |
Delta | 0.9451 |
Gamma | 0.0003 |
Theta | -0.0025 |
Rho | 0.0059 |
Vega | 0.0028 |
Fair value | 0.05 |
Intrinsic value | n.a. |
Break-even | 178.57 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
SWISSCOM N | 491.80 |
KUEHNE & NAGEL | 251.20 |
Compagnie Financi... | 143.80 |
UBS | 28.31 |
ABB Ltd | 49.60 |
Name | Price |
---|---|
Lonza Group | 495.20 |
Sika AG | 276.10 |
Partners Group Ho... | 1'206.50 |
Alcon AG | 80.86 |
GEBERIT N | 560.60 |