Last price paid | 0.01 | |
Change | -33.33% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 02.02.2024 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 | -90.83% |
Year to date (YTD) | -85.71% |
1 month | -85.71% |
3 months | -71.43% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.06 |
Underlying price on issue | 19.07 |
Premium | 1.34% |
Premium p.a. | 17.51% |
Leverage | 4.20 |
Implied volatility | 2.16 |
ISIN | CH1281031729 |
Symbol | EVTD2Z |
Security | 128103172 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Evotec I, DE0005664809 |
Underlying ISIN | DE0005664809 |
Strike | 20.00 |
C/P type | call |
Subscription ratio | 50.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 50 |
Value day | 26.09.2023 |
Premium | 134.32% |
Premium p.a. | 1750.99% |
Leverage | 30.84 |
Implied volatility | 215.69% |
Moneyness | out-of-the-money |
Leverage | 4.1950 |
Delta | 0.1360 |
Gamma | 0.0009 |
Theta | -0.0004 |
Rho | 0.0000 |
Vega | 0.0001 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 20.28 |
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 |