Last price paid | 0.065 | |
Change | +18.18% [ +0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 05.07.2024 17:20 |
Fixing | 20.09.2024 |
Settlement date | 11.09.2023 |
Last trading | 20.09.2024 |
Final fixing | 20.09.2024 |
Currency redemption | CHF |
Perf. since issue | -74.07% |
Year to date (YTD) | +44.44% |
1 month | n.a. |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.27 |
Underlying price on issue | 189.67 |
Premium | 0.13% |
Premium p.a. | 0.56% |
Leverage | 14.19 |
Implied volatility | 0.26 |
ISIN | CH1268386351 |
Symbol | AAPZWZ |
Security | 126838635 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.09.2024 |
Underlying | Apple Rg, US0378331005 |
Underlying ISIN | US0378331005 |
Strike | 250.00 |
C/P type | call |
Subscription ratio | 50.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 50 |
Value day | 04.09.2023 |
Premium | 12.89% |
Premium p.a. | 56.02% |
Leverage | 57.68 |
Implied volatility | 26.33% |
Moneyness | out-of-the-money |
Leverage | 14.1937 |
Delta | 0.2461 |
Gamma | 0.0002 |
Theta | -0.0011 |
Rho | 0.0021 |
Vega | 0.0061 |
Fair value | 0.07 |
Intrinsic value | n.a. |
Break-even | 253.90 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Partners Group Ho... | 1'217.00 |
Lonza Group | 502.20 |
Swiss Life Hldg | 659.40 |
ROCHE GS | 243.30 |
SWISSCOM N | 511.50 |
Name | Price |
---|---|
SONOVA HLDG N | 275.80 |
ABB Ltd | 49.73 |
LOGITECH INT. | 84.60 |
Givaudan | 4'257.00 |
KUEHNE & NAGEL | 264.10 |