Last price paid | 0.38 | |
Change | -5.00% [ -0.02 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 17.05.2024 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 | -23.47% |
Year to date (YTD) | +11.76% |
1 month | +2.70% |
3 months | -20.83% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.49 |
Underlying price on issue | 357.20 |
Premium | 0.06% |
Premium p.a. | 0.17% |
Leverage | 10.16 |
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 | 6.19% |
Premium p.a. | 16.99% |
Leverage | 20.03 |
Implied volatility | 21.97% |
Moneyness | out-of-the-money |
Leverage | 10.1617 |
Delta | 0.5074 |
Gamma | 0.0002 |
Theta | -0.0016 |
Rho | 0.0125 |
Vega | 0.0181 |
Fair value | 0.38 |
Intrinsic value | n.a. |
Break-even | 398.75 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Compagnie Financi... | 144.75 |
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