Last price paid | 0.19 | |
Change | -9.52% [ -0.02 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 28.05.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 27.09.2023 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | -15.91% |
Year to date (YTD) | +46.15% |
1 month | +46.15% |
3 months | -45.71% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.22 |
Underlying price on issue | 573.00 |
Premium | 0.01% |
Premium p.a. | 0.14% |
Leverage | 22.62 |
Implied volatility | 0.16 |
ISIN | CH1268391765 |
Symbol | SLHKAZ |
Security | 126839176 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Swiss Life Hldg N, CH0014852781 |
Underlying ISIN | CH0014852781 |
Strike | 620.00 |
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 | 1.19% |
Premium p.a. | 13.99% |
Leverage | 34.11 |
Implied volatility | 16.09% |
Moneyness | in-the-money |
Leverage | 22.6180 |
Delta | 0.6631 |
Gamma | 0.0001 |
Theta | -0.0019 |
Rho | 0.0034 |
Vega | 0.0067 |
Fair value | 0.08 |
Intrinsic value | n.a. |
Break-even | 638.50 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
SWISSCOM N | 491.80 |
KUEHNE & NAGEL | 251.20 |
Compagnie Financi... | 143.80 |
UBS | 28.31 |
ABB Ltd | 49.60 |
Name | Price |
---|---|
Lonza Group | 495.20 |
Sika AG | 276.10 |
Partners Group Ho... | 1'206.50 |
Alcon AG | 80.86 |
GEBERIT N | 560.60 |