Last price paid | 0.53 | |
Change | +6.00% [ +0.03 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 17.06.2024 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 | +39.29% |
Year to date (YTD) | +430.00% |
1 month | +60.61% |
3 months | +120.83% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.42 |
Underlying price on issue | 146.40 |
Premium | 0.02% |
Premium p.a. | 0.08% |
Leverage | 9.71 |
Implied volatility | 0.20 |
ISIN | CH1268389629 |
Symbol | BALMMZ |
Security | 126838962 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.09.2024 |
Underlying | Baloise Hldg N, CH0012410517 |
Underlying ISIN | CH0012410517 |
Strike | 150.00 |
C/P type | call |
Subscription ratio | 20.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 20 |
Value day | 19.09.2023 |
Premium | 2.34% |
Premium p.a. | 8.46% |
Leverage | 13.50 |
Implied volatility | 20.21% |
Moneyness | in-the-money |
Leverage | 9.7057 |
Delta | 0.7187 |
Gamma | 0.0010 |
Theta | -0.0016 |
Rho | 0.0141 |
Vega | 0.0140 |
Fair value | 0.19 |
Intrinsic value | n.a. |
Break-even | 161.70 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Lonza Group | 479.40 |
Swiss Life Hldg | 645.40 |
ABB Ltd | 50.84 |
Swiss Re | 110.90 |
Holcim | 80.94 |
Name | Price |
---|---|
Compagnie Financi... | 141.00 |
Nestlé SA | 94.40 |
NOVARTIS N | 92.91 |
Alcon AG | 78.36 |
SWISSCOM N | 495.20 |