Last price paid | 0.21 | |
Change | -8.70% [ -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 | -41.43% |
Year to date (YTD) | 0.00% |
1 month | -4.55% |
3 months | -32.26% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.35 |
Underlying price on issue | 357.20 |
Premium | 0.09% |
Premium p.a. | 0.25% |
Leverage | 12.88 |
Implied volatility | 0.20 |
ISIN | CH1268392417 |
Symbol | BUC2LZ |
Security | 126839241 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.09.2024 |
Underlying | Bucher Industries N, CH0002432174 |
Underlying ISIN | CH0002432174 |
Strike | 400.00 |
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 | 8.96% |
Premium p.a. | 24.60% |
Leverage | 36.73 |
Implied volatility | 20.42% |
Moneyness | out-of-the-money |
Leverage | 12.8767 |
Delta | 0.3506 |
Gamma | 0.0002 |
Theta | -0.0014 |
Rho | 0.0089 |
Vega | 0.0168 |
Fair value | 0.21 |
Intrinsic value | n.a. |
Break-even | 410.25 |
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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