Last price paid | 0.015 | |
Change | -25.00% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 24.04.2024 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 | -90.00% |
Year to date (YTD) | -76.92% |
1 month | n.a. |
3 months | -57.14% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.10 |
Underlying price on issue | 6.58 |
Premium | 0.71% |
Premium p.a. | 18.62% |
Leverage | 5.64 |
Implied volatility | 2.09 |
ISIN | CH1281031968 |
Symbol | TKAZ7Z |
Security | 128103196 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | thyssenkrupp I, DE0007500001 |
Underlying ISIN | DE0007500001 |
Strike | 7.00 |
C/P type | call |
Subscription ratio | 10.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 10 |
Value day | 26.09.2023 |
Premium | 71.41% |
Premium p.a. | 1861.65% |
Leverage | 39.57 |
Implied volatility | 209.50% |
Moneyness | out-of-the-money |
Leverage | 5.6433 |
Delta | 0.1426 |
Gamma | 0.0139 |
Theta | -0.0013 |
Rho | 0.0000 |
Vega | 0.0002 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 7.10 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
NOVARTIS N | 95.07 |
Nestlé SA | 95.86 |
ROCHE GS | 247.50 |
Lonza Group | 482.30 |
KUEHNE & NAGEL | 259.10 |
Name | Price |
---|---|
LOGITECH INT. | 88.30 |
Compagnie Financi... | 143.40 |
Sika AG | 258.40 |
SONOVA HLDG N | 276.30 |
Swiss Re | 109.00 |