Last price paid | 1.45 | |
Change | -4.61% [ -0.07 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 14.06.2024 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 | +366.13% |
Year to date (YTD) | +64.77% |
1 month | +38.10% |
3 months | +16.94% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.31 |
Underlying price on issue | 322.80 |
Premium | 0.01% |
Premium p.a. | 0.05% |
Leverage | 3.16 |
Implied volatility | 0.49 |
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 | 1.41% |
Premium p.a. | 4.89% |
Leverage | 3.44 |
Implied volatility | 48.67% |
Moneyness | in-the-money |
Leverage | 3.1573 |
Delta | 0.9170 |
Gamma | 0.0000 |
Theta | -0.0011 |
Rho | 0.0090 |
Vega | 0.0041 |
Fair value | 0.07 |
Intrinsic value | n.a. |
Break-even | 504.50 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
NOVARTIS N | 95.01 |
ROCHE GS | 247.60 |
Nestlé SA | 95.28 |
SWISSCOM N | 496.00 |
Lonza Group | 480.30 |
Name | Price |
---|---|
LOGITECH INT. | 88.38 |
Sika AG | 255.90 |
Partners Group Ho... | 1'154.50 |
Holcim | 80.04 |
ABB Ltd | 49.89 |