Last price paid | 0.035 | |
Change | -12.50% [ 0.00 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 04.06.2024 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 | -93.18% |
Year to date (YTD) | -84.78% |
1 month | n.a. |
3 months | -41.67% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.44 |
Underlying price on issue | 211.25 |
Premium | 0.57% |
Premium p.a. | 1.97% |
Leverage | 8.31 |
Implied volatility | 0.54 |
ISIN | CH1268390726 |
Symbol | KOMUYZ |
Security | 126839072 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.09.2024 |
Underlying | Komax Hldg N, CH0010702154 |
Underlying ISIN | CH0010702154 |
Strike | 220.00 |
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 | 56.65% |
Premium p.a. | 196.92% |
Leverage | 94.27 |
Implied volatility | 54.47% |
Moneyness | out-of-the-money |
Leverage | 8.3079 |
Delta | 0.0881 |
Gamma | 0.0001 |
Theta | -0.0006 |
Rho | 0.0006 |
Vega | 0.0024 |
Fair value | 0.03 |
Intrinsic value | n.a. |
Break-even | 221.50 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
NOVARTIS N | 95.01 |
ROCHE GS | 247.60 |
Nestlé SA | 95.28 |
SWISSCOM N | 496.00 |
Lonza Group | 480.30 |
Name | Price |
---|---|
LOGITECH INT. | 88.38 |
Sika AG | 255.90 |
Partners Group Ho... | 1'154.50 |
Holcim | 80.04 |
ABB Ltd | 49.89 |