Last price paid | 0.02 | |
Change | -20.00% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 07.06.2024 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 | -86.36% |
Year to date (YTD) | -69.23% |
1 month | -75.00% |
3 months | -33.33% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.11 |
Underlying price on issue | 21.84 |
Premium | 0.13% |
Premium p.a. | 2.20% |
Leverage | 14.13 |
Implied volatility | 0.54 |
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 | 12.67% |
Premium p.a. | 220.20% |
Leverage | 60.50 |
Implied volatility | 53.82% |
Moneyness | out-of-the-money |
Leverage | 14.1276 |
Delta | 0.2335 |
Gamma | 0.0042 |
Theta | -0.0009 |
Rho | 0.0001 |
Vega | 0.0007 |
Fair value | 0.02 |
Intrinsic value | n.a. |
Break-even | 26.39 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
ROCHE GS | 242.60 |
Compagnie Financi... | 150.10 |
Swiss Re | 113.65 |
Holcim | 79.98 |
Alcon AG | 82.16 |
Name | Price |
---|---|
Partners Group Ho... | 1'165.00 |
Lonza Group | 500.20 |
Sika AG | 270.90 |
GEBERIT N | 550.80 |
SWISSCOM N | 503.50 |