Last price paid | 0.27 | |
Change | +12.50% [ +0.03 ] | |
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 | +25.00% |
Year to date (YTD) | +125.00% |
1 month | +68.75% |
3 months | +200.00% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.22 |
Underlying price on issue | 431.40 |
Premium | 0.05% |
Premium p.a. | 0.13% |
Leverage | 15.91 |
Implied volatility | 0.14 |
ISIN | CH1268393001 |
Symbol | ZURZUZ |
Security | 126839300 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.09.2024 |
Underlying | Zurich Insur Gr N, CH0011075394 |
Underlying ISIN | CH0011075394 |
Strike | 480.00 |
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 | 4.65% |
Premium p.a. | 12.77% |
Leverage | 34.31 |
Implied volatility | 14.32% |
Moneyness | out-of-the-money |
Leverage | 15.9082 |
Delta | 0.4636 |
Gamma | 0.0002 |
Theta | -0.0014 |
Rho | 0.0149 |
Vega | 0.0226 |
Fair value | 0.28 |
Intrinsic value | n.a. |
Break-even | 493.75 |
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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