Last price paid | 0.035 | |
Change | -12.50% [ 0.00 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 28.06.2024 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 | -84.21% |
Year to date (YTD) | -53.33% |
1 month | n.a. |
3 months | +16.67% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.19 |
Underlying price on issue | 259.15 |
Premium | 0.13% |
Premium p.a. | 0.51% |
Leverage | 21.86 |
Implied volatility | 0.19 |
ISIN | CH1268390866 |
Symbol | ROG7YZ |
Security | 126839086 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.09.2024 |
Underlying | Roche Hldg G, CH0012032048 |
Underlying ISIN | CH0012032048 |
Strike | 280.00 |
C/P type | call |
Subscription ratio | 50.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 50 |
Value day | 19.09.2023 |
Premium | 12.78% |
Premium p.a. | 51.26% |
Leverage | 166.40 |
Implied volatility | 19.07% |
Moneyness | out-of-the-money |
Leverage | 21.8643 |
Delta | 0.1314 |
Gamma | 0.0002 |
Theta | -0.0006 |
Rho | 0.0016 |
Vega | 0.0053 |
Fair value | 0.03 |
Intrinsic value | n.a. |
Break-even | 281.50 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Partners Group Ho... | 1'154.00 |
SWISSCOM N | 505.50 |
NOVARTIS N | 96.17 |
Lonza Group | 490.40 |
SONOVA HLDG N | 277.60 |
Name | Price |
---|---|
Givaudan | 4'260.00 |
Compagnie Financi... | 140.25 |
GEBERIT N | 530.80 |
Sika AG | 257.20 |
Nestlé SA | 91.72 |