Last price paid | 0.20 | |
Change | -9.09% [ -0.02 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 28.05.2024 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 | -39.06% |
Year to date (YTD) | -28.57% |
1 month | +53.85% |
3 months | +5.26% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.32 |
Underlying price on issue | 52.60 |
Premium | 0.06% |
Premium p.a. | 0.19% |
Leverage | 12.46 |
Implied volatility | 0.20 |
ISIN | CH1268392714 |
Symbol | VON1LZ |
Security | 126839271 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.09.2024 |
Underlying | Vontobel Holding N, CH0012335540 |
Underlying ISIN | CH0012335540 |
Strike | 56.00 |
C/P type | call |
Subscription ratio | 10.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 10 |
Value day | 21.09.2023 |
Premium | 6.33% |
Premium p.a. | 18.94% |
Leverage | 27.95 |
Implied volatility | 19.78% |
Moneyness | out-of-the-money |
Leverage | 12.4612 |
Delta | 0.4459 |
Gamma | 0.0063 |
Theta | -0.0011 |
Rho | 0.0075 |
Vega | 0.0125 |
Fair value | 0.20 |
Intrinsic value | n.a. |
Break-even | 57.95 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Swiss Re | 112.30 |
Givaudan | 4'230.00 |
ROCHE GS | 229.30 |
Sika AG | 276.20 |
LOGITECH INT. | 86.86 |
Name | Price |
---|---|
Lonza Group | 489.60 |
UBS | 28.05 |
Alcon AG | 80.14 |
KUEHNE & NAGEL | 249.30 |
Compagnie Financi... | 143.10 |