Last price paid | 0.025 | |
Change | -16.67% [ 0.00 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 23.05.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 03.10.2023 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | -77.27% |
Year to date (YTD) | -61.54% |
1 month | -77.27% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.11 |
Underlying price on issue | 21.84 |
Premium | 0.10% |
Premium p.a. | 1.28% |
Leverage | 12.49 |
Implied volatility | 0.47 |
ISIN | CH1281032081 |
Symbol | ZALLQZ |
Security | 128103208 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Zalando I, DE000ZAL1111 |
Underlying ISIN | DE000ZAL1111 |
Strike | 26.00 |
C/P type | call |
Subscription ratio | 25.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 25 |
Value day | 26.09.2023 |
Premium | 9.85% |
Premium p.a. | 128.35% |
Leverage | 38.03 |
Implied volatility | 47.23% |
Moneyness | out-of-the-money |
Leverage | 12.4852 |
Delta | 0.3283 |
Gamma | 0.0046 |
Theta | -0.0008 |
Rho | 0.0002 |
Vega | 0.0010 |
Fair value | 0.03 |
Intrinsic value | n.a. |
Break-even | 26.64 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Swiss Re | 114.70 |
NOVARTIS N | 93.17 |
KUEHNE & NAGEL | 255.50 |
SWISSCOM N | 498.20 |
Nestlé SA | 95.56 |
Name | Price |
---|---|
Sika AG | 272.90 |
GEBERIT N | 550.40 |
Holcim | 78.78 |
Lonza Group | 486.40 |
Partners Group Ho... | 1'206.00 |