Last price paid | 0.015 | |
Change | -25.00% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 23.05.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 20.09.2023 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | -90.50% |
Year to date (YTD) | -66.67% |
1 month | -25.00% |
3 months | -87.50% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.10 |
Underlying price on issue | 565.40 |
Premium | 0.07% |
Premium p.a. | 1.60% |
Leverage | 51.58 |
Implied volatility | 0.21 |
ISIN | CH1268387920 |
Symbol | SLHM0Z |
Security | 126838792 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Swiss Life Hldg N, CH0014852781 |
Underlying ISIN | CH0014852781 |
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 | 13.09.2023 |
Premium | 7.00% |
Premium p.a. | 159.69% |
Leverage | 669.89 |
Implied volatility | 21.48% |
Moneyness | out-of-the-money |
Leverage | 51.5785 |
Delta | 0.0770 |
Gamma | 0.0000 |
Theta | -0.0013 |
Rho | 0.0002 |
Vega | 0.0019 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 680.95 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
ABB Ltd | 51.52 |
Partners Group Ho... | 1'189.00 |
Holcim | 81.88 |
LOGITECH INT. | 90.94 |
Alcon AG | 82.10 |
Name | Price |
---|---|
Lonza Group | 485.10 |
SWISSCOM N | 492.60 |
SONOVA HLDG N | 285.60 |
Givaudan | 4'360.00 |
KUEHNE & NAGEL | 259.90 |