Last price paid | 0.12 | |
Change | -7.69% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 31.05.2024 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 | -72.06% |
Year to date (YTD) | -57.14% |
1 month | -14.29% |
3 months | -29.41% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.34 |
Underlying price on issue | 896.00 |
Premium | 0.14% |
Premium p.a. | 0.43% |
Leverage | 16.82 |
Implied volatility | 0.21 |
ISIN | CH1268390015 |
Symbol | EMMF3Z |
Security | 126839001 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.09.2024 |
Underlying | Emmi N, CH0012829898 |
Underlying ISIN | CH0012829898 |
Strike | 1'000.00 |
C/P type | call |
Subscription ratio | 100.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 100 |
Value day | 19.09.2023 |
Premium | 13.55% |
Premium p.a. | 42.65% |
Leverage | 93.58 |
Implied volatility | 20.54% |
Moneyness | out-of-the-money |
Leverage | 16.8215 |
Delta | 0.1798 |
Gamma | 0.0000 |
Theta | -0.0012 |
Rho | 0.0048 |
Vega | 0.0131 |
Fair value | 0.10 |
Intrinsic value | n.a. |
Break-even | 1'009.50 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
GEBERIT N | 555.80 |
Holcim | 79.50 |
ABB Ltd | 49.84 |
SWISSCOM N | 501.50 |
Nestlé SA | 96.18 |
Name | Price |
---|---|
Givaudan | 4'190.00 |
Swiss Re | 113.60 |
NOVARTIS N | 92.85 |
Partners Group Ho... | 1'202.00 |
SONOVA HLDG N | 283.90 |