Last price paid | 0.015 | |
Change | +50.00% [ +0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 28.05.2024 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 | -60.00% |
Year to date (YTD) | -85.00% |
1 month | -78.57% |
3 months | -87.50% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.05 |
Underlying price on issue | 95.11 |
Premium | 0.07% |
Premium p.a. | 0.79% |
Leverage | 10.88 |
Implied volatility | 0.45 |
ISIN | CH1281031935 |
Symbol | RDCO0Z |
Security | 128103193 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Redcare Pharmacy N, NL0012044747 |
Underlying ISIN | NL0012044747 |
Strike | 120.00 |
C/P type | call |
Subscription ratio | 250.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 250 |
Value day | 26.09.2023 |
Premium | 6.52% |
Premium p.a. | 79.28% |
Leverage | 23.25 |
Implied volatility | 45.01% |
Moneyness | out-of-the-money |
Leverage | 10.8752 |
Delta | 0.4678 |
Gamma | 0.0001 |
Theta | -0.0004 |
Rho | 0.0002 |
Vega | 0.0005 |
Fair value | 0.02 |
Intrinsic value | n.a. |
Break-even | 125.05 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Lonza Group | 482.40 |
Partners Group Ho... | 1'194.00 |
UBS | 28.02 |
Holcim | 79.24 |
KUEHNE & NAGEL | 249.70 |