Last price paid | 2.22 | |
Change | -0.89% [ -0.02 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 11.06.2024 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 | +183.97% |
Year to date (YTD) | +72.09% |
1 month | -9.76% |
3 months | +9.36% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.78 |
Underlying price on issue | 187.88 |
Premium | 0.01% |
Premium p.a. | 0.14% |
Leverage | 4.84 |
Implied volatility | 0.71 |
ISIN | CH1268392813 |
Symbol | SCH3MZ |
Security | 126839281 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Schindler Hldg PS I, CH0024638196 |
Underlying ISIN | CH0024638196 |
Strike | 189.18 |
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 | 0.64% |
Premium p.a. | 13.83% |
Leverage | 5.26 |
Implied volatility | 71.00% |
Moneyness | in-the-money |
Leverage | 4.8351 |
Delta | 0.9201 |
Gamma | 0.0002 |
Theta | -0.0080 |
Rho | 0.0040 |
Vega | 0.0037 |
Fair value | 0.07 |
Intrinsic value | n.a. |
Break-even | 234.30 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
ROCHE GS | 241.60 |
SONOVA HLDG N | 288.10 |
Partners Group Ho... | 1'163.50 |
Givaudan | 4'356.00 |
NOVARTIS N | 94.08 |
Name | Price |
---|---|
KUEHNE & NAGEL | 259.60 |
LOGITECH INT. | 89.48 |
ZURICH INSURANCE | 470.40 |
Lonza Group | 495.10 |
Nestlé SA | 94.60 |