Last price paid | 0.16 | |
Change | -5.88% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 07.06.2024 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 | -60.94% |
Year to date (YTD) | -42.86% |
1 month | -20.00% |
3 months | -5.88% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.32 |
Underlying price on issue | 52.60 |
Premium | 0.08% |
Premium p.a. | 0.28% |
Leverage | 14.34 |
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 | 8.22% |
Premium p.a. | 27.54% |
Leverage | 42.32 |
Implied volatility | 20.39% |
Moneyness | out-of-the-money |
Leverage | 14.3441 |
Delta | 0.3389 |
Gamma | 0.0062 |
Theta | -0.0011 |
Rho | 0.0050 |
Vega | 0.0106 |
Fair value | 0.13 |
Intrinsic value | n.a. |
Break-even | 57.25 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Givaudan | 4'373.00 |
Holcim | 80.78 |
Lonza Group | 500.60 |
Sika AG | 270.90 |
SWISSCOM N | 503.00 |
Name | Price |
---|---|
Nestlé SA | 96.68 |
Swiss Re | 112.35 |
UBS | 28.10 |
SONOVA HLDG N | 285.70 |
Swiss Life Hldg | 631.80 |