Last price paid | 0.07 | |
Change | +7.69% [ +0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 22.07.2024 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 | -88.81% |
Year to date (YTD) | -74.00% |
1 month | +44.44% |
3 months | -18.75% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.67 |
Underlying price on issue | 164.25 |
Premium | 0.12% |
Premium p.a. | 0.65% |
Leverage | 18.48 |
Implied volatility | 0.24 |
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 | 11.87% |
Premium p.a. | 64.68% |
Leverage | 102.20 |
Implied volatility | 24.45% |
Moneyness | out-of-the-money |
Leverage | 18.4793 |
Delta | 0.1808 |
Gamma | 0.0008 |
Theta | -0.0016 |
Rho | 0.0024 |
Vega | 0.0086 |
Fair value | 0.08 |
Intrinsic value | n.a. |
Break-even | 171.50 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
KUEHNE & NAGEL | 265.70 |
NOVARTIS N | 96.31 |
LOGITECH INT. | 80.64 |
Givaudan | 4'304.00 |
GEBERIT N | 565.00 |
Name | Price |
---|---|
Swiss Re | 106.05 |
ZURICH INSURANCE | 474.40 |
Alcon AG | 80.34 |
SWISSCOM N | 534.50 |
ROCHE GS | 279.90 |