Last price paid | 0.19 | |
Change | +5.56% [ +0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 20.09.2024 12:05 |
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 | -39.39% |
Year to date (YTD) | +26.67% |
1 month | -62.75% |
3 months | +72.73% |
1 year | -38.71% |
3 years | n.a. |
Issue price | 0.33 |
Underlying price on issue | 259.15 |
Premium | 0.00% |
Premium p.a. | 0.19% |
Leverage | 22.17 |
Implied volatility | 0.27 |
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 | 0.37% |
Premium p.a. | 19.38% |
Leverage | 26.90 |
Implied volatility | 26.75% |
Moneyness | in-the-money |
Leverage | 22.1708 |
Delta | 0.8242 |
Gamma | 0.0005 |
Theta | -0.0038 |
Rho | 0.0008 |
Vega | 0.0019 |
Fair value | 0.02 |
Intrinsic value | n.a. |
Break-even | 270.00 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Compagnie Financi... | 118.75 |
SONOVA HLDG N | 292.70 |
Swiss Re | 117.30 |
Nestlé SA | 84.00 |
KUEHNE & NAGEL | 233.90 |
Name | Price |
---|---|
NOVARTIS N | 98.50 |
Lonza Group | 534.00 |
Holcim | 83.00 |
LOGITECH INT. | 72.70 |
Alcon AG | 83.28 |