Last price paid | 0.09 | |
Change | +28.57% [ +0.02 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 22.05.2024 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 | -85.82% |
Year to date (YTD) | -64.00% |
1 month | +20.00% |
3 months | +50.00% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.67 |
Underlying price on issue | 164.25 |
Premium | 0.19% |
Premium p.a. | 0.54% |
Leverage | 13.12 |
Implied volatility | 0.26 |
ISIN | CH1268389744 |
Symbol | BKW31Z |
Security | 126838974 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.09.2024 |
Underlying | BKW N, CH0130293662 |
Underlying ISIN | CH0130293662 |
Strike | 170.00 |
C/P type | call |
Subscription ratio | 20.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 20 |
Value day | 19.09.2023 |
Premium | 18.80% |
Premium p.a. | 53.60% |
Leverage | 76.16 |
Implied volatility | 25.74% |
Moneyness | out-of-the-money |
Leverage | 13.1156 |
Delta | 0.1722 |
Gamma | 0.0006 |
Theta | -0.0011 |
Rho | 0.0040 |
Vega | 0.0109 |
Fair value | 0.10 |
Intrinsic value | n.a. |
Break-even | 171.90 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
SONOVA HLDG N | 291.50 |
LOGITECH INT. | 86.32 |
Alcon AG | 82.44 |
Holcim | 79.02 |
GEBERIT N | 561.40 |
Name | Price |
---|---|
Compagnie Financi... | 140.60 |
Swiss Life Hldg | 616.40 |
ROCHE GS | 231.90 |
NOVARTIS N | 93.16 |
ABB Ltd | 48.11 |