Last price paid | 1.21 | |
Change | -4.72% [ -0.06 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 07.06.2024 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 | +180.23% |
Year to date (YTD) | +13.08% |
1 month | -22.44% |
3 months | -27.54% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.43 |
Underlying price on issue | 136.50 |
Premium | 0.00% |
Premium p.a. | 0.09% |
Leverage | 6.54 |
Implied volatility | 0.43 |
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 | 0.49% |
Premium p.a. | 8.58% |
Leverage | 6.99 |
Implied volatility | 42.94% |
Moneyness | in-the-money |
Leverage | 6.5384 |
Delta | 0.9348 |
Gamma | 0.0004 |
Theta | -0.0033 |
Rho | 0.0038 |
Vega | 0.0026 |
Fair value | 0.04 |
Intrinsic value | n.a. |
Break-even | 174.88 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
ROCHE GS | 242.60 |
Compagnie Financi... | 150.10 |
Swiss Re | 113.65 |
Holcim | 79.98 |
Alcon AG | 82.16 |
Name | Price |
---|---|
Partners Group Ho... | 1'165.00 |
Lonza Group | 500.20 |
Sika AG | 270.90 |
GEBERIT N | 550.80 |
SWISSCOM N | 503.50 |