Last price paid | 0.31 | |
Change | +10.71% [ +0.03 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 05.07.2024 17:20 |
Fixing | 20.12.2024 |
Settlement date | 26.10.2023 |
Last trading | 20.12.2024 |
Final fixing | 20.12.2024 |
Currency redemption | CHF |
Perf. since issue | -52.99% |
Year to date (YTD) | -34.04% |
1 month | +24.00% |
3 months | +72.22% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.67 |
Underlying price on issue | 153.20 |
Premium | 0.11% |
Premium p.a. | 0.22% |
Leverage | 9.29 |
Implied volatility | 0.24 |
ISIN | CH1281035092 |
Symbol | BKWETZ |
Security | 128103509 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 06.01.2025 |
Underlying | BKW N, CH0130293662 |
Underlying ISIN | CH0130293662 |
Strike | 160.00 |
C/P type | call |
Subscription ratio | 20.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 20 |
Value day | 19.10.2023 |
Premium | 11.24% |
Premium p.a. | 22.17% |
Leverage | 23.73 |
Implied volatility | 23.50% |
Moneyness | out-of-the-money |
Leverage | 9.2894 |
Delta | 0.3915 |
Gamma | 0.0008 |
Theta | -0.0014 |
Rho | 0.0132 |
Vega | 0.0204 |
Fair value | 0.32 |
Intrinsic value | n.a. |
Break-even | 166.30 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Partners Group Ho... | 1'217.00 |
Lonza Group | 502.20 |
Swiss Life Hldg | 659.40 |
ROCHE GS | 243.30 |
SWISSCOM N | 511.50 |
Name | Price |
---|---|
SONOVA HLDG N | 275.80 |
ABB Ltd | 49.73 |
LOGITECH INT. | 84.60 |
Givaudan | 4'257.00 |
KUEHNE & NAGEL | 264.10 |