Last price paid | 0.33 | |
Change | -13.16% [ -0.05 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 31.05.2024 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 | -33.67% |
Year to date (YTD) | -2.94% |
1 month | +37.50% |
3 months | -23.26% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.49 |
Underlying price on issue | 357.20 |
Premium | 0.07% |
Premium p.a. | 0.20% |
Leverage | 10.86 |
Implied volatility | 0.22 |
ISIN | CH1268392334 |
Symbol | BUCNXZ |
Security | 126839233 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.09.2024 |
Underlying | Bucher Industries N, CH0002432174 |
Underlying ISIN | CH0002432174 |
Strike | 380.00 |
C/P type | call |
Subscription ratio | 50.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 50 |
Value day | 21.09.2023 |
Premium | 6.52% |
Premium p.a. | 19.99% |
Leverage | 22.89 |
Implied volatility | 22.45% |
Moneyness | out-of-the-money |
Leverage | 10.8641 |
Delta | 0.4746 |
Gamma | 0.0002 |
Theta | -0.0017 |
Rho | 0.0105 |
Vega | 0.0169 |
Fair value | 0.33 |
Intrinsic value | n.a. |
Break-even | 396.25 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Swiss Re | 114.70 |
NOVARTIS N | 93.17 |
KUEHNE & NAGEL | 255.50 |
SWISSCOM N | 498.20 |
Nestlé SA | 95.56 |
Name | Price |
---|---|
Sika AG | 272.90 |
GEBERIT N | 550.40 |
Holcim | 78.78 |
Lonza Group | 486.40 |
Partners Group Ho... | 1'206.00 |