Last price paid | 0.07 | |
Change | +7.69% [ +0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 15.05.2024 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 | -31.82% |
Year to date (YTD) | +133.33% |
1 month | +55.56% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.11 |
Underlying price on issue | 72.36 |
Premium | 0.11% |
Premium p.a. | 0.29% |
Leverage | 14.66 |
Implied volatility | 0.19 |
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 | 10.66% |
Premium p.a. | 29.03% |
Leverage | 53.92 |
Implied volatility | 19.49% |
Moneyness | out-of-the-money |
Leverage | 14.6627 |
Delta | 0.2719 |
Gamma | 0.0017 |
Theta | -0.0006 |
Rho | 0.0038 |
Vega | 0.0081 |
Fair value | 0.08 |
Intrinsic value | n.a. |
Break-even | 89.50 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Swiss Re | 107.65 |
ZURICH INSURANCE | 469.10 |
ROCHE GS | 234.80 |
LOGITECH INT. | 81.60 |
Swiss Life Hldg | 662.60 |
Name | Price |
---|---|
Holcim | 78.44 |
ABB Ltd | 47.65 |
UBS | 27.42 |
Lonza Group | 527.40 |
NOVARTIS N | 92.62 |