Last price paid | 0.53 | |
Change | -5.36% [ -0.03 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 10.06.2024 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 | +16.67% |
Year to date (YTD) | +26.19% |
1 month | -40.45% |
3 months | +523.53% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.45 |
Underlying price on issue | 654.75 |
Premium | 0.00% |
Premium p.a. | 0.03% |
Leverage | 13.35 |
Implied volatility | 0.19 |
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 | 0.14% |
Premium p.a. | 2.77% |
Leverage | 13.93 |
Implied volatility | 19.23% |
Moneyness | in-the-money |
Leverage | 13.3523 |
Delta | 0.9583 |
Gamma | 0.0000 |
Theta | -0.0010 |
Rho | 0.0032 |
Vega | 0.0014 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 732.50 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Givaudan | 4'362.00 |
Holcim | 80.46 |
GEBERIT N | 551.80 |
Lonza Group | 501.00 |
ABB Ltd | 50.36 |
Name | Price |
---|---|
Nestlé SA | 95.60 |
UBS | 28.03 |
Swiss Re | 112.25 |
ROCHE GS | 239.70 |
Compagnie Financi... | 148.55 |