Last price paid | 0.96 | |
Change | -2.04% [ -0.02 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 11.06.2024 17:20 |
Fixing | 20.09.2024 |
Settlement date | 28.09.2023 |
Last trading | 20.09.2024 |
Final fixing | 20.09.2024 |
Currency redemption | CHF |
Perf. since issue | +161.84% |
Year to date (YTD) | +68.42% |
1 month | -20.66% |
3 months | -2.04% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.38 |
Underlying price on issue | 187.88 |
Premium | 0.03% |
Premium p.a. | 0.09% |
Leverage | 8.51 |
Implied volatility | 0.22 |
ISIN | CH1268392375 |
Symbol | SCH15Z |
Security | 126839237 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.09.2024 |
Underlying | Schindler Hldg PS I, CH0024638196 |
Underlying ISIN | CH0024638196 |
Strike | 219.05 |
C/P type | call |
Subscription ratio | 19.91 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 19.91357 |
Value day | 21.09.2023 |
Premium | 2.61% |
Premium p.a. | 8.90% |
Leverage | 11.75 |
Implied volatility | 22.49% |
Moneyness | in-the-money |
Leverage | 8.5078 |
Delta | 0.7241 |
Gamma | 0.0006 |
Theta | -0.0025 |
Rho | 0.0219 |
Vega | 0.0211 |
Fair value | 0.30 |
Intrinsic value | n.a. |
Break-even | 239.90 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Swiss Re | 112.60 |
ABB Ltd | 50.44 |
ZURICH INSURANCE | 473.60 |
LOGITECH INT. | 90.02 |
Holcim | 80.50 |
Name | Price |
---|---|
Lonza Group | 482.10 |
GEBERIT N | 542.80 |
SONOVA HLDG N | 285.90 |
UBS | 27.70 |
SWISSCOM N | 498.20 |