Last price paid | 0.075 | |
Change | +7.14% [ 0.00 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 31.05.2024 17:20 |
Fixing | 20.09.2024 |
Settlement date | 11.10.2023 |
Last trading | 20.09.2024 |
Final fixing | 20.09.2024 |
Currency redemption | CHF |
Perf. since issue | -67.86% |
Year to date (YTD) | -64.29% |
1 month | +36.36% |
3 months | -21.05% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.28 |
Underlying price on issue | 245.38 |
Premium | 0.09% |
Premium p.a. | 0.29% |
Leverage | 15.36 |
Implied volatility | 0.19 |
ISIN | CH1281033162 |
Symbol | ROGYSZ |
Security | 128103316 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.09.2024 |
Underlying | Roche Hldg G, CH0012032048 |
Underlying ISIN | CH0012032048 |
Strike | 250.00 |
C/P type | call |
Subscription ratio | 50.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 50 |
Value day | 04.10.2023 |
Premium | 9.09% |
Premium p.a. | 28.59% |
Leverage | 51.84 |
Implied volatility | 19.35% |
Moneyness | out-of-the-money |
Leverage | 15.3615 |
Delta | 0.2963 |
Gamma | 0.0003 |
Theta | -0.0008 |
Rho | 0.0041 |
Vega | 0.0091 |
Fair value | 0.09 |
Intrinsic value | n.a. |
Break-even | 254.50 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Givaudan | 4'181.00 |
Swiss Re | 114.20 |
LOGITECH INT. | 89.20 |
NOVARTIS N | 93.02 |
Alcon AG | 80.24 |