Last price paid | 0.015 | |
Change | -80.00% [ -0.06 ] | |
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 | -97.83% |
Year to date (YTD) | -97.06% |
1 month | -96.34% |
3 months | -97.95% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.46 |
Underlying price on issue | 645.25 |
Premium | 0.02% |
Premium p.a. | 0.97% |
Leverage | 119.33 |
Implied volatility | 0.12 |
ISIN | CH1268390098 |
Symbol | EMSJNZ |
Security | 126839009 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.09.2024 |
Underlying | EMS-CHEM HLDG N, CH0016440353 |
Underlying ISIN | CH0016440353 |
Strike | 676.82 |
C/P type | call |
Subscription ratio | 99.53 |
Issuer | Zuercher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 99.53219 |
Value day | 19.09.2023 |
Premium | 1.87% |
Premium p.a. | 97.50% |
Leverage | 668.50 |
Implied volatility | 12.39% |
Moneyness | out-of-the-money |
Leverage | 119.3346 |
Delta | 0.1785 |
Gamma | 0.0002 |
Theta | -0.0021 |
Rho | 0.0002 |
Vega | 0.0023 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 681.00 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
SWISSCOM N | 547.50 |
Givaudan | 4'506.00 |
ROCHE GS | 269.20 |
NOVARTIS N | 99.03 |
Swiss Re | 116.30 |
Name | Price |
---|---|
KUEHNE & NAGEL | 231.80 |
Nestlé SA | 82.04 |
Compagnie Financi... | 114.55 |
Sika AG | 268.90 |
Lonza Group | 531.20 |