Last price paid | 0.68 | |
Change | -11.69% [ -0.09 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 28.05.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 18.09.2023 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | +52.22% |
Year to date (YTD) | +61.90% |
1 month | +13.33% |
3 months | +580.00% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.45 |
Underlying price on issue | 654.75 |
Premium | 0.00% |
Premium p.a. | 0.04% |
Leverage | 10.07 |
Implied volatility | 0.23 |
ISIN | CH1268387375 |
Symbol | EMS3SZ |
Security | 126838737 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | EMS-CHEM HLDG N, CH0016440353 |
Underlying ISIN | CH0016440353 |
Strike | 680.00 |
C/P type | call |
Subscription ratio | 100.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 100 |
Value day | 11.09.2023 |
Premium | 0.34% |
Premium p.a. | 4.08% |
Leverage | 10.89 |
Implied volatility | 23.20% |
Moneyness | in-the-money |
Leverage | 10.0714 |
Delta | 0.9248 |
Gamma | 0.0000 |
Theta | -0.0014 |
Rho | 0.0051 |
Vega | 0.0030 |
Fair value | 0.03 |
Intrinsic value | n.a. |
Break-even | 748.50 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Lonza Group | 485.50 |
UBS | 28.02 |
Partners Group Ho... | 1'197.00 |
Holcim | 79.30 |
LOGITECH INT. | 86.44 |