Last price paid | 0.71 | |
Change | -5.33% [ -0.04 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 11.06.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 13.09.2023 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | +80.68% |
Year to date (YTD) | +65.12% |
1 month | -20.22% |
3 months | -26.04% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.44 |
Underlying price on issue | 564.80 |
Premium | 0.00% |
Premium p.a. | 0.08% |
Leverage | 7.43 |
Implied volatility | 0.44 |
ISIN | CH1268386906 |
Symbol | SLHYYZ |
Security | 126838690 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Swiss Life Hldg N, CH0014852781 |
Underlying ISIN | CH0014852781 |
Strike | 560.00 |
C/P type | call |
Subscription ratio | 100.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 100 |
Value day | 06.09.2023 |
Premium | 0.36% |
Premium p.a. | 8.23% |
Leverage | 8.02 |
Implied volatility | 43.83% |
Moneyness | in-the-money |
Leverage | 7.4336 |
Delta | 0.9274 |
Gamma | 0.0000 |
Theta | -0.0027 |
Rho | 0.0022 |
Vega | 0.0018 |
Fair value | 0.02 |
Intrinsic value | n.a. |
Break-even | 639.50 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
ABB Ltd | 51.52 |
Partners Group Ho... | 1'192.50 |
Holcim | 81.84 |
GEBERIT N | 558.40 |
Sika AG | 272.80 |
Name | Price |
---|---|
Lonza Group | 490.50 |
SWISSCOM N | 495.00 |
Givaudan | 4'361.00 |
SONOVA HLDG N | 288.50 |
KUEHNE & NAGEL | 260.40 |