Last price paid | 3.05 | |
Change | -0.97% [ -0.03 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 21.06.2024 12:05 |
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 | +560.87% |
Year to date (YTD) | +113.29% |
1 month | +9.71% |
3 months | +16.41% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.46 |
Underlying price on issue | 2'769.00 |
Premium | 0.00% |
Premium p.a. | 0.13% |
Leverage | 2.76 |
Implied volatility | 1.69 |
ISIN | CH1268384281 |
Symbol | GIVXCZ |
Security | 126838428 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Givaudan N, CH0010645932 |
Underlying ISIN | CH0010645932 |
Strike | 2'800.00 |
C/P type | call |
Subscription ratio | 500.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 500 |
Value day | 22.08.2023 |
Premium | 0.26% |
Premium p.a. | 13.31% |
Leverage | 2.83 |
Implied volatility | 168.65% |
Moneyness | in-the-money |
Leverage | 2.7645 |
Delta | 0.9752 |
Gamma | 0.0000 |
Theta | -0.0078 |
Rho | 0.0010 |
Vega | 0.0007 |
Fair value | 0.02 |
Intrinsic value | n.a. |
Break-even | 4'320.00 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Sika AG | 260.10 |
KUEHNE & NAGEL | 260.40 |
SONOVA HLDG N | 273.80 |
Lonza Group | 487.10 |
Swiss Life Hldg | 654.00 |
Name | Price |
---|---|
ROCHE GS | 249.60 |
Compagnie Financi... | 142.65 |
Swiss Re | 111.15 |
LOGITECH INT. | 85.80 |
Nestlé SA | 92.84 |