Last price paid | n.a. | |
Change | -11.19% [ -0.16 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | n.a. n.a. |
Fixing | 21.06.2024 |
Settlement date | 22.09.2023 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | +147.06% |
Year to date (YTD) | +164.58% |
1 month | -37.75% |
3 months | -33.16% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.51 |
Underlying price on issue | 4'323.78 |
Premium | 0.00% |
Premium p.a. | 0.06% |
Leverage | 17.29 |
Implied volatility | 0.27 |
ISIN | CH1268388357 |
Symbol | SX5RAZ |
Security | 126838835 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | EURO STOXX 50 Price EUR, EU0009658145 |
Underlying ISIN | EU0009658145 |
Strike | 4'650.00 |
C/P type | call |
Subscription ratio | 200.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | European |
Delivery of securities | Automatic |
Minimum execution | 200 |
Value day | 15.09.2023 |
Premium | 0.12% |
Premium p.a. | 6.48% |
Leverage | 18.58 |
Implied volatility | 26.70% |
Moneyness | in-the-money |
Leverage | 17.2852 |
Delta | 0.9304 |
Gamma | 0.0000 |
Theta | -0.0120 |
Rho | 0.0042 |
Vega | 0.0043 |
Fair value | 0.03 |
Intrinsic value | n.a. |
Break-even | 4'914.19 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
SWISSCOM N | 547.50 |
Givaudan | 4'506.00 |
ROCHE GS | 269.20 |
NOVARTIS N | 99.03 |
Swiss Re | 116.30 |
Name | Price |
---|---|
KUEHNE & NAGEL | 231.80 |
Nestlé SA | 82.04 |
Compagnie Financi... | 114.55 |
Sika AG | 268.90 |
Lonza Group | 531.20 |