Last price paid | 0.12 | |
Change | -14.29% [ -0.02 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 06.06.2024 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 | -23.33% |
Year to date (YTD) | -55.56% |
1 month | -52.00% |
3 months | -42.86% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.15 |
Underlying price on issue | 42.30 |
Premium | 0.01% |
Premium p.a. | 0.21% |
Leverage | 14.73 |
Implied volatility | 0.27 |
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 | 1.23% |
Premium p.a. | 21.32% |
Leverage | 19.71 |
Implied volatility | 27.16% |
Moneyness | in-the-money |
Leverage | 14.7276 |
Delta | 0.7471 |
Gamma | 0.0054 |
Theta | -0.0013 |
Rho | 0.0009 |
Vega | 0.0017 |
Fair value | 0.03 |
Intrinsic value | n.a. |
Break-even | 47.37 |
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 |