Last price paid | 0.18 | |
Change | +5.88% [ +0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 31.05.2024 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 | +23.33% |
Year to date (YTD) | -33.33% |
1 month | -25.00% |
3 months | +12.50% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.15 |
Underlying price on issue | 42.30 |
Premium | 0.01% |
Premium p.a. | 0.10% |
Leverage | 11.11 |
Implied volatility | 0.25 |
ISIN | CH1268393860 |
Symbol | BASX0Z |
Security | 126839386 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | BASF N, DE000BASF111 |
Underlying ISIN | DE000BASF111 |
Strike | 45.00 |
C/P type | call |
Subscription ratio | 20.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 20 |
Value day | 26.09.2023 |
Premium | 0.76% |
Premium p.a. | 9.86% |
Leverage | 12.82 |
Implied volatility | 25.41% |
Moneyness | in-the-money |
Leverage | 11.1107 |
Delta | 0.8667 |
Gamma | 0.0032 |
Theta | -0.0008 |
Rho | 0.0014 |
Vega | 0.0014 |
Fair value | 0.02 |
Intrinsic value | n.a. |
Break-even | 48.78 |
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 |