Last price paid | 0.13 | |
Change | +8.33% [ +0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 19.06.2024 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 | -58.57% |
Year to date (YTD) | -27.78% |
1 month | -56.67% |
3 months | 0.00% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.35 |
Underlying price on issue | 30.30 |
Premium | 0.00% |
Premium p.a. | 0.11% |
Leverage | 36.19 |
Implied volatility | 0.14 |
ISIN | CH1281031885 |
Symbol | SHEI6Z |
Security | 128103188 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Shell N, GB00BP6MXD84 |
Underlying ISIN | GB00BP6MXD84 |
Strike | 32.00 |
C/P type | call |
Subscription ratio | 5.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 5 |
Value day | 26.09.2023 |
Premium | 0.24% |
Premium p.a. | 11.12% |
Leverage | 43.02 |
Implied volatility | 14.36% |
Moneyness | in-the-money |
Leverage | 36.1901 |
Delta | 0.8412 |
Gamma | 0.0705 |
Theta | -0.0024 |
Rho | 0.0011 |
Vega | 0.0021 |
Fair value | 0.02 |
Intrinsic value | n.a. |
Break-even | 32.76 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Partners Group Ho... | 1'175.50 |
Sika AG | 261.30 |
Holcim | 82.52 |
GEBERIT N | 543.80 |
Givaudan | 4'320.00 |
Name | Price |
---|---|
KUEHNE & NAGEL | 259.00 |
Compagnie Financi... | 139.75 |
NOVARTIS N | 93.56 |
Nestlé SA | 94.44 |
UBS | 27.59 |