Last price paid | 0.12 | |
Change | -20.00% [ -0.03 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 28.05.2024 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 | -80.77% |
Year to date (YTD) | +71.43% |
1 month | n.a. |
3 months | +380.00% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.65 |
Underlying price on issue | 59.85 |
Premium | 0.14% |
Premium p.a. | 0.42% |
Leverage | 11.60 |
Implied volatility | 0.26 |
ISIN | CH1268389538 |
Symbol | BAEJNZ |
Security | 126838953 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.09.2024 |
Underlying | Julius Baer Grp N, CH0102484968 |
Underlying ISIN | CH0102484968 |
Strike | 60.00 |
C/P type | call |
Subscription ratio | 10.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 10 |
Value day | 19.09.2023 |
Premium | 13.93% |
Premium p.a. | 42.03% |
Leverage | 43.01 |
Implied volatility | 26.40% |
Moneyness | out-of-the-money |
Leverage | 11.6049 |
Delta | 0.2698 |
Gamma | 0.0040 |
Theta | -0.0012 |
Rho | 0.0044 |
Vega | 0.0102 |
Fair value | 0.13 |
Intrinsic value | n.a. |
Break-even | 61.25 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Swiss Re | 113.15 |
Givaudan | 4'238.00 |
ABB Ltd | 49.71 |
ROCHE GS | 229.30 |
ZURICH INSURANCE | 469.60 |
Name | Price |
---|---|
Lonza Group | 485.00 |
UBS | 28.04 |
Partners Group Ho... | 1'196.50 |
Holcim | 79.26 |
GEBERIT N | 557.00 |