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 | -88.06% |
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. | 0.56% |
Leverage | 13.84 |
Implied volatility | 0.25 |
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 | 19.33% |
Premium p.a. | 55.56% |
Leverage | 89.88 |
Implied volatility | 25.11% |
Moneyness | out-of-the-money |
Leverage | 13.8376 |
Delta | 0.1540 |
Gamma | 0.0006 |
Theta | -0.0010 |
Rho | 0.0036 |
Vega | 0.0100 |
Fair value | 0.08 |
Intrinsic value | n.a. |
Break-even | 171.60 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
ABB Ltd | 48.80 |
Compagnie Financi... | 142.40 |
LOGITECH INT. | 87.42 |
Swiss Re | 112.10 |
UBS | 27.84 |
Name | Price |
---|---|
Nestlé SA | 93.74 |
Partners Group Ho... | 1'251.50 |
SWISSCOM N | 495.40 |
KUEHNE & NAGEL | 244.90 |
SONOVA HLDG N | 291.10 |