Last price paid | 0.55 | |
Change | -3.51% [ -0.02 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 29.07.2024 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 | +65.15% |
Year to date (YTD) | +266.67% |
1 month | +400.00% |
3 months | +1275.00% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.33 |
Underlying price on issue | 259.15 |
Premium | 0.01% |
Premium p.a. | 0.04% |
Leverage | 9.27 |
Implied volatility | 0.20 |
ISIN | CH1268391161 |
Symbol | ROG7TZ |
Security | 126839116 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.09.2024 |
Underlying | Roche Hldg G, CH0012032048 |
Underlying ISIN | CH0012032048 |
Strike | 260.00 |
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 | 0.65% |
Premium p.a. | 3.94% |
Leverage | 10.47 |
Implied volatility | 20.14% |
Moneyness | in-the-money |
Leverage | 9.2749 |
Delta | 0.8856 |
Gamma | 0.0002 |
Theta | -0.0009 |
Rho | 0.0074 |
Vega | 0.0045 |
Fair value | 0.04 |
Intrinsic value | n.a. |
Break-even | 287.25 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
KUEHNE & NAGEL | 270.60 |
Sika AG | 263.70 |
NOVARTIS N | 98.07 |
Givaudan | 4'221.00 |
SWISSCOM N | 536.00 |
Name | Price |
---|---|
Holcim | 81.34 |
Compagnie Financi... | 133.40 |
Lonza Group | 575.20 |
ABB Ltd | 47.77 |
Partners Group Ho... | 1'169.00 |