Last price paid | 0.04 | |
Change | -11.11% [ 0.00 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 11.06.2024 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) | +166.67% |
1 month | 0.00% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.06 |
Underlying price on issue | 4.38 |
Premium | 0.01% |
Premium p.a. | 0.53% |
Leverage | 14.04 |
Implied volatility | 0.44 |
ISIN | CH1268387474 |
Symbol | OER1NZ |
Security | 126838747 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | OC Oerlikon N, CH0000816824 |
Underlying ISIN | CH0000816824 |
Strike | 4.80 |
C/P type | call |
Subscription ratio | 5.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 5 |
Value day | 11.09.2023 |
Premium | 1.45% |
Premium p.a. | 52.79% |
Leverage | 19.91 |
Implied volatility | 44.11% |
Moneyness | in-the-money |
Leverage | 14.0372 |
Delta | 0.7050 |
Gamma | 0.1895 |
Theta | -0.0013 |
Rho | 0.0002 |
Vega | 0.0006 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 5.05 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Swiss Life Hldg | 646.80 |
Lonza Group | 479.20 |
Swiss Re | 111.40 |
ABB Ltd | 50.88 |
Partners Group Ho... | 1'157.00 |
Name | Price |
---|---|
Compagnie Financi... | 141.05 |
SONOVA HLDG N | 270.60 |
Nestlé SA | 94.78 |
NOVARTIS N | 93.24 |
Alcon AG | 78.44 |