Last price paid | 0.035 | |
Change | -12.50% [ 0.00 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 15.03.2024 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 | -91.43% |
Year to date (YTD) | -76.67% |
1 month | n.a. |
3 months | -73.08% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.35 |
Underlying price on issue | 206.75 |
Premium | 0.31% |
Premium p.a. | 2.64% |
Leverage | 11.73 |
Implied volatility | 0.56 |
ISIN | CH1268385122 |
Symbol | KOM41Z |
Security | 126838512 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Komax Hldg N, CH0010702154 |
Underlying ISIN | CH0010702154 |
Strike | 220.00 |
C/P type | call |
Subscription ratio | 50.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 50 |
Value day | 23.08.2023 |
Premium | 31.07% |
Premium p.a. | 263.69% |
Leverage | 112.67 |
Implied volatility | 56.32% |
Moneyness | out-of-the-money |
Leverage | 11.7308 |
Delta | 0.1041 |
Gamma | 0.0001 |
Theta | -0.0014 |
Rho | 0.0004 |
Vega | 0.0021 |
Fair value | 0.03 |
Intrinsic value | n.a. |
Break-even | 221.50 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Swiss Re | 107.65 |
ZURICH INSURANCE | 469.10 |
ROCHE GS | 234.80 |
LOGITECH INT. | 81.60 |
Swiss Life Hldg | 662.60 |
Name | Price |
---|---|
Holcim | 78.44 |
ABB Ltd | 47.65 |
UBS | 27.42 |
Lonza Group | 527.40 |
NOVARTIS N | 92.62 |