Last price paid | 0.055 | |
Change | -15.38% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 29.05.2024 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 | -83.87% |
Year to date (YTD) | -72.50% |
1 month | +10.00% |
3 months | -54.17% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.31 |
Underlying price on issue | 53.15 |
Premium | 0.04% |
Premium p.a. | 0.55% |
Leverage | 31.07 |
Implied volatility | 0.19 |
ISIN | CH1268387532 |
Symbol | VON5JZ |
Security | 126838753 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Vontobel Holding N, CH0012335540 |
Underlying ISIN | CH0012335540 |
Strike | 56.00 |
C/P type | call |
Subscription ratio | 10.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 10 |
Value day | 11.09.2023 |
Premium | 4.24% |
Premium p.a. | 55.32% |
Leverage | 108.40 |
Implied volatility | 19.22% |
Moneyness | out-of-the-money |
Leverage | 31.0685 |
Delta | 0.2866 |
Gamma | 0.0118 |
Theta | -0.0018 |
Rho | 0.0011 |
Vega | 0.0051 |
Fair value | 0.05 |
Intrinsic value | n.a. |
Break-even | 56.50 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Swiss Re | 114.70 |
NOVARTIS N | 93.17 |
KUEHNE & NAGEL | 255.50 |
SWISSCOM N | 498.20 |
Nestlé SA | 95.56 |
Name | Price |
---|---|
Sika AG | 272.90 |
GEBERIT N | 550.40 |
Holcim | 78.78 |
Lonza Group | 486.40 |
Partners Group Ho... | 1'206.00 |