Last price paid | 0.24 | |
Change | +14.29% [ +0.03 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 12.06.2024 17:20 |
Fixing | 20.09.2024 |
Settlement date | 27.09.2023 |
Last trading | 20.09.2024 |
Final fixing | 20.09.2024 |
Currency redemption | CHF |
Perf. since issue | +16.67% |
Year to date (YTD) | +71.43% |
1 month | +14.29% |
3 months | -40.00% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.21 |
Underlying price on issue | 573.00 |
Premium | 0.04% |
Premium p.a. | 0.15% |
Leverage | 13.35 |
Implied volatility | 0.18 |
ISIN | CH1268391815 |
Symbol | SLHO3Z |
Security | 126839181 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.09.2024 |
Underlying | Swiss Life Hldg N, CH0014852781 |
Underlying ISIN | CH0014852781 |
Strike | 640.00 |
C/P type | call |
Subscription ratio | 100.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 100 |
Value day | 20.09.2023 |
Premium | 4.42% |
Premium p.a. | 15.06% |
Leverage | 25.98 |
Implied volatility | 18.12% |
Moneyness | out-of-the-money |
Leverage | 13.3540 |
Delta | 0.5141 |
Gamma | 0.0001 |
Theta | -0.0013 |
Rho | 0.0089 |
Vega | 0.0137 |
Fair value | 0.25 |
Intrinsic value | n.a. |
Break-even | 664.50 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
ABB Ltd | 51.52 |
Partners Group Ho... | 1'189.00 |
Holcim | 81.88 |
LOGITECH INT. | 90.94 |
Alcon AG | 82.10 |
Name | Price |
---|---|
Lonza Group | 485.10 |
SWISSCOM N | 492.60 |
SONOVA HLDG N | 285.60 |
Givaudan | 4'360.00 |
KUEHNE & NAGEL | 259.90 |