Last price paid | 0.04 | |
Change | -27.27% [ -0.02 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 18.04.2024 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 | -90.91% |
Year to date (YTD) | -82.61% |
1 month | -20.00% |
3 months | -55.56% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.44 |
Underlying price on issue | 211.25 |
Premium | 0.32% |
Premium p.a. | 0.89% |
Leverage | 10.42 |
Implied volatility | 0.35 |
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 | 32.46% |
Premium p.a. | 89.08% |
Leverage | 83.80 |
Implied volatility | 35.04% |
Moneyness | out-of-the-money |
Leverage | 10.4190 |
Delta | 0.1243 |
Gamma | 0.0001 |
Theta | -0.0006 |
Rho | 0.0014 |
Vega | 0.0041 |
Fair value | 0.04 |
Intrinsic value | n.a. |
Break-even | 222.00 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Compagnie Financi... | 144.75 |
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SONOVA HLDG N | 291.20 |
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