Last price paid | 0.47 | |
Change | -11.32% [ -0.06 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 28.05.2024 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 | +56.45% |
Year to date (YTD) | +42.42% |
1 month | +9.30% |
3 months | +394.74% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.31 |
Underlying price on issue | 645.25 |
Premium | 0.03% |
Premium p.a. | 0.08% |
Leverage | 9.39 |
Implied volatility | 0.23 |
ISIN | CH1268390114 |
Symbol | EMSOIZ |
Security | 126839011 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.09.2024 |
Underlying | EMS-CHEM HLDG N, CH0016440353 |
Underlying ISIN | CH0016440353 |
Strike | 720.00 |
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 | 2.67% |
Premium p.a. | 8.06% |
Leverage | 15.43 |
Implied volatility | 22.91% |
Moneyness | in-the-money |
Leverage | 9.3859 |
Delta | 0.6082 |
Gamma | 0.0000 |
Theta | -0.0011 |
Rho | 0.0094 |
Vega | 0.0159 |
Fair value | 0.20 |
Intrinsic value | n.a. |
Break-even | 768.50 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Swiss Re | 113.15 |
Givaudan | 4'237.00 |
ZURICH INSURANCE | 469.00 |
Nestlé SA | 91.64 |
ABB Ltd | 49.60 |
Name | Price |
---|---|
Lonza Group | 486.10 |
UBS | 27.97 |
Partners Group Ho... | 1'193.00 |
Compagnie Financi... | 142.30 |
GEBERIT N | 555.40 |