Last price paid | 0.14 | |
Change | -12.50% [ -0.02 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 03.06.2024 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 | +92.86% |
Year to date (YTD) | +460.00% |
1 month | +154.55% |
3 months | +154.55% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.07 |
Underlying price on issue | 4.04 |
Premium | 0.04% |
Premium p.a. | 0.12% |
Leverage | 5.39 |
Implied volatility | 0.36 |
ISIN | CH1268391138 |
Symbol | OER3DZ |
Security | 126839113 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.09.2024 |
Underlying | OC Oerlikon N, CH0000816824 |
Underlying ISIN | CH0000816824 |
Strike | 4.40 |
C/P type | call |
Subscription ratio | 5.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 5 |
Value day | 19.09.2023 |
Premium | 3.78% |
Premium p.a. | 12.33% |
Leverage | 7.24 |
Implied volatility | 35.69% |
Moneyness | in-the-money |
Leverage | 5.3895 |
Delta | 0.7439 |
Gamma | 0.0665 |
Theta | -0.0003 |
Rho | 0.0018 |
Vega | 0.0017 |
Fair value | 0.04 |
Intrinsic value | n.a. |
Break-even | 5.08 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
ROCHE GS | 242.60 |
Compagnie Financi... | 150.10 |
Swiss Re | 113.65 |
Holcim | 79.98 |
Alcon AG | 82.16 |
Name | Price |
---|---|
Partners Group Ho... | 1'165.00 |
Lonza Group | 500.20 |
Sika AG | 270.90 |
GEBERIT N | 550.80 |
SWISSCOM N | 503.50 |