Last price paid | 0.33 | |
Change | +6.45% [ +0.02 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 20.06.2024 17:20 |
Fixing | 20.09.2024 |
Settlement date | 26.09.2023 |
Last trading | 20.09.2024 |
Final fixing | 20.09.2024 |
Currency redemption | CHF |
Perf. since issue | +15.52% |
Year to date (YTD) | +120.00% |
1 month | -35.29% |
3 months | +340.00% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.29 |
Underlying price on issue | 1'472.00 |
Premium | 0.08% |
Premium p.a. | 0.28% |
Leverage | 10.36 |
Implied volatility | 0.27 |
ISIN | CH1268389587 |
Symbol | BARB8Z |
Security | 126838958 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.09.2024 |
Underlying | Barry Callebaut N, CH0009002962 |
Underlying ISIN | CH0009002962 |
Strike | 1'600.00 |
C/P type | call |
Subscription ratio | 200.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 200 |
Value day | 19.09.2023 |
Premium | 7.55% |
Premium p.a. | 28.11% |
Leverage | 23.13 |
Implied volatility | 26.84% |
Moneyness | out-of-the-money |
Leverage | 10.3639 |
Delta | 0.4480 |
Gamma | 0.0000 |
Theta | -0.0023 |
Rho | 0.0084 |
Vega | 0.0159 |
Fair value | 0.34 |
Intrinsic value | n.a. |
Break-even | 1'667.00 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
ROCHE GS | 252.80 |
Swiss Life Hldg | 653.80 |
SWISSCOM N | 500.00 |
Givaudan | 4'314.00 |
NOVARTIS N | 93.99 |
Name | Price |
---|---|
Holcim | 78.70 |
UBS | 27.03 |
ABB Ltd | 49.79 |
Partners Group Ho... | 1'154.00 |
Sika AG | 255.40 |