Last price paid | 0.03 | |
Change | -14.29% [ -0.01 ] | |
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 | -88.71% |
Year to date (YTD) | -85.00% |
1 month | -72.73% |
3 months | -62.50% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.31 |
Underlying price on issue | 53.15 |
Premium | 0.06% |
Premium p.a. | 1.35% |
Leverage | 31.16 |
Implied volatility | 0.28 |
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 | 5.92% |
Premium p.a. | 135.07% |
Leverage | 152.00 |
Implied volatility | 28.23% |
Moneyness | out-of-the-money |
Leverage | 31.1563 |
Delta | 0.2050 |
Gamma | 0.0090 |
Theta | -0.0028 |
Rho | 0.0005 |
Vega | 0.0032 |
Fair value | 0.04 |
Intrinsic value | n.a. |
Break-even | 56.35 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
ABB Ltd | 51.12 |
Partners Group Ho... | 1'186.50 |
GEBERIT N | 556.60 |
Holcim | 81.34 |
Sika AG | 272.60 |
Name | Price |
---|---|
Lonza Group | 484.50 |
SWISSCOM N | 496.80 |
Givaudan | 4'357.00 |
KUEHNE & NAGEL | 259.80 |
ROCHE GS | 242.40 |