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 | -70.00% |
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 | 0.06% |
Premium p.a. | 0.76% |
Leverage | 13.13 |
Implied volatility | 0.39 |
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 | 6.26% |
Premium p.a. | 76.11% |
Leverage | 30.76 |
Implied volatility | 38.54% |
Moneyness | out-of-the-money |
Leverage | 13.1325 |
Delta | 0.4270 |
Gamma | 0.0001 |
Theta | -0.0004 |
Rho | 0.0001 |
Vega | 0.0005 |
Fair value | 0.02 |
Intrinsic value | n.a. |
Break-even | 123.79 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Swiss Re | 113.30 |
Givaudan | 4'240.00 |
ABB Ltd | 49.73 |
ZURICH INSURANCE | 469.90 |
ROCHE GS | 229.10 |
Name | Price |
---|---|
Lonza Group | 484.90 |
UBS | 28.03 |
Partners Group Ho... | 1'195.50 |
Compagnie Financi... | 142.85 |
Alcon AG | 80.34 |