Last price paid | 0.075 | |
Change | +7.14% [ 0.00 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 12.06.2024 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 | -18.18% |
Year to date (YTD) | +150.00% |
1 month | n.a. |
3 months | -11.76% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.11 |
Underlying price on issue | 72.36 |
Premium | 0.08% |
Premium p.a. | 0.29% |
Leverage | 14.83 |
Implied volatility | 0.20 |
ISIN | CH1268389363 |
Symbol | ALCSQZ |
Security | 126838936 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.09.2024 |
Underlying | Alcon N, CH0432492467 |
Underlying ISIN | CH0432492467 |
Strike | 88.00 |
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 | 8.45% |
Premium p.a. | 29.11% |
Leverage | 46.00 |
Implied volatility | 20.35% |
Moneyness | out-of-the-money |
Leverage | 14.8301 |
Delta | 0.3224 |
Gamma | 0.0020 |
Theta | -0.0008 |
Rho | 0.0036 |
Vega | 0.0080 |
Fair value | 0.09 |
Intrinsic value | n.a. |
Break-even | 89.80 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Alcon AG | 82.74 |
ROCHE GS | 245.20 |
LOGITECH INT. | 91.34 |
SWISSCOM N | 494.20 |
NOVARTIS N | 94.79 |
Name | Price |
---|---|
Sika AG | 262.30 |
GEBERIT N | 547.20 |
SONOVA HLDG N | 278.80 |
UBS | 27.72 |
Givaudan | 4'337.00 |