Last price paid | 0.035 | |
Change | -22.22% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 19.06.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 30.08.2023 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | -93.33% |
Year to date (YTD) | -61.11% |
1 month | -84.09% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.45 |
Underlying price on issue | 1'547.00 |
Premium | 0.04% |
Premium p.a. | 1.77% |
Leverage | 49.54 |
Implied volatility | 0.26 |
ISIN | CH1268384927 |
Symbol | BARSRZ |
Security | 126838492 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Barry Callebaut N, CH0009002962 |
Underlying ISIN | CH0009002962 |
Strike | 1'600.00 |
C/P type | call |
Subscription ratio | 200.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 200 |
Value day | 23.08.2023 |
Premium | 3.88% |
Premium p.a. | 177.07% |
Leverage | 257.67 |
Implied volatility | 25.58% |
Moneyness | out-of-the-money |
Leverage | 49.5380 |
Delta | 0.1923 |
Gamma | 0.0000 |
Theta | -0.0050 |
Rho | 0.0003 |
Vega | 0.0031 |
Fair value | 0.03 |
Intrinsic value | n.a. |
Break-even | 1'606.00 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Partners Group Ho... | 1'178.50 |
SONOVA HLDG N | 274.20 |
Alcon AG | 79.88 |
Swiss Re | 113.15 |
Lonza Group | 480.60 |
Name | Price |
---|---|
KUEHNE & NAGEL | 258.80 |
Compagnie Financi... | 139.65 |
LOGITECH INT. | 87.24 |
Holcim | 81.54 |
ROCHE GS | 250.00 |