Last price paid | 0.08 | |
Change | -38.46% [ -0.05 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | 26'500.00 Unit | |
Date/time | 06.06.2024 17:15 |
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 | -83.08% |
Year to date (YTD) | +14.29% |
1 month | -11.11% |
3 months | +220.00% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.65 |
Underlying price on issue | 59.85 |
Premium | 0.19% |
Premium p.a. | 0.65% |
Leverage | 10.47 |
Implied volatility | 0.33 |
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 | 19.15% |
Premium p.a. | 64.72% |
Leverage | 46.62 |
Implied volatility | 33.13% |
Moneyness | out-of-the-money |
Leverage | 10.4713 |
Delta | 0.2246 |
Gamma | 0.0032 |
Theta | -0.0013 |
Rho | 0.0031 |
Vega | 0.0084 |
Fair value | 0.11 |
Intrinsic value | n.a. |
Break-even | 61.10 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Givaudan | 4'362.00 |
Holcim | 80.46 |
GEBERIT N | 551.80 |
Lonza Group | 501.00 |
ABB Ltd | 50.36 |
Name | Price |
---|---|
Nestlé SA | 95.60 |
UBS | 28.03 |
Swiss Re | 112.25 |
ROCHE GS | 239.70 |
Compagnie Financi... | 148.55 |