Last price paid | 0.29 | |
Change | -3.33% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 13.06.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 28.09.2023 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | -30.49% |
Year to date (YTD) | +93.33% |
1 month | -12.12% |
3 months | +1060.00% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.41 |
Underlying price on issue | 1'485.50 |
Premium | 0.01% |
Premium p.a. | 0.16% |
Leverage | 21.16 |
Implied volatility | 0.21 |
ISIN | CH1268392763 |
Symbol | BAR4TZ |
Security | 126839276 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Barry Callebaut N, CH0009002962 |
Underlying ISIN | CH0009002962 |
Strike | 1'520.00 |
C/P type | call |
Subscription ratio | 200.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 200 |
Value day | 21.09.2023 |
Premium | 0.64% |
Premium p.a. | 15.53% |
Leverage | 27.49 |
Implied volatility | 21.18% |
Moneyness | in-the-money |
Leverage | 21.1571 |
Delta | 0.7696 |
Gamma | 0.0000 |
Theta | -0.0036 |
Rho | 0.0024 |
Vega | 0.0048 |
Fair value | 0.05 |
Intrinsic value | n.a. |
Break-even | 1'577.00 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
ROCHE GS | 245.80 |
SWISSCOM N | 495.80 |
LOGITECH INT. | 91.16 |
Nestlé SA | 95.10 |
Swiss Life Hldg | 635.20 |
Name | Price |
---|---|
Sika AG | 263.00 |
UBS | 27.21 |
Compagnie Financi... | 146.05 |
ABB Ltd | 50.68 |
SONOVA HLDG N | 281.00 |