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 | -86.57% |
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. | 0.55% |
Leverage | 13.30 |
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 | 19.06% |
Premium p.a. | 54.77% |
Leverage | 80.17 |
Implied volatility | 25.69% |
Moneyness | out-of-the-money |
Leverage | 13.3044 |
Delta | 0.1660 |
Gamma | 0.0006 |
Theta | -0.0011 |
Rho | 0.0038 |
Vega | 0.0106 |
Fair value | 0.09 |
Intrinsic value | n.a. |
Break-even | 171.80 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
UBS | 28.03 |
Swiss Re | 112.25 |
ABB Ltd | 48.71 |
Compagnie Financi... | 142.35 |
LOGITECH INT. | 87.20 |
Name | Price |
---|---|
Nestlé SA | 93.84 |
Partners Group Ho... | 1'254.00 |
SWISSCOM N | 495.60 |
Lonza Group | 509.60 |
SONOVA HLDG N | 291.10 |