Last price paid | 1.20 | |
Change | -0.83% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 10.06.2024 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 | +177.91% |
Year to date (YTD) | +12.15% |
1 month | -37.50% |
3 months | -29.41% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.43 |
Underlying price on issue | 136.50 |
Premium | 0.00% |
Premium p.a. | 0.04% |
Leverage | 6.93 |
Implied volatility | 0.32 |
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 | 0.20% |
Premium p.a. | 4.09% |
Leverage | 7.04 |
Implied volatility | 32.27% |
Moneyness | in-the-money |
Leverage | 6.9282 |
Delta | 0.9847 |
Gamma | 0.0002 |
Theta | -0.0014 |
Rho | 0.0035 |
Vega | 0.0007 |
Fair value | 0.02 |
Intrinsic value | n.a. |
Break-even | 174.79 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Givaudan | 4'362.00 |
Holcim | 80.46 |
GEBERIT N | 551.80 |
Lonza Group | 501.00 |
ABB Ltd | 50.36 |
Name | Price |
---|---|
Nestlé SA | 95.60 |
UBS | 28.03 |
Swiss Re | 112.25 |
ROCHE GS | 239.70 |
Compagnie Financi... | 148.55 |