Last price paid | 0.41 | |
Change | -31.67% [ -0.19 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 20.09.2024 12:05 |
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 | +30.65% |
Year to date (YTD) | -53.41% |
1 month | -49.38% |
3 months | -73.38% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.31 |
Underlying price on issue | 322.80 |
Premium | 0.00% |
Premium p.a. | 0.16% |
Leverage | 9.07 |
Implied volatility | 0.55 |
ISIN | CH1268392672 |
Symbol | VACT5Z |
Security | 126839267 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.09.2024 |
Underlying | VAT Group N, CH0311864901 |
Underlying ISIN | CH0311864901 |
Strike | 360.00 |
C/P type | call |
Subscription ratio | 100.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 100 |
Value day | 21.09.2023 |
Premium | 0.30% |
Premium p.a. | 15.67% |
Leverage | 9.86 |
Implied volatility | 54.64% |
Moneyness | in-the-money |
Leverage | 9.0716 |
Delta | 0.9201 |
Gamma | 0.0000 |
Theta | -0.0032 |
Rho | 0.0006 |
Vega | 0.0008 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 400.50 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Compagnie Financi... | 134.65 |
Alcon AG | 84.66 |
SONOVA HLDG N | 302.80 |
Sika AG | 281.60 |
Partners Group Ho... | 1'269.00 |
Name | Price |
---|---|
Holcim | 83.18 |
ABB Ltd | 49.37 |
ZURICH INSURANCE | 512.80 |
Lonza Group | 538.40 |
SWISSCOM N | 552.50 |