Last price paid | 0.50 | |
Change | +2.04% [ +0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 14.06.2024 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 | +20.24% |
Year to date (YTD) | +400.00% |
1 month | +85.19% |
3 months | +117.39% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.42 |
Underlying price on issue | 146.40 |
Premium | 0.03% |
Premium p.a. | 0.11% |
Leverage | 10.11 |
Implied volatility | 0.21 |
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 | 3.09% |
Premium p.a. | 10.74% |
Leverage | 15.38 |
Implied volatility | 20.63% |
Moneyness | in-the-money |
Leverage | 10.1148 |
Delta | 0.6578 |
Gamma | 0.0011 |
Theta | -0.0017 |
Rho | 0.0132 |
Vega | 0.0153 |
Fair value | 0.24 |
Intrinsic value | n.a. |
Break-even | 160.10 |
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 |