Last price paid | 0.08 | |
Change | +14.29% [ +0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 21.06.2024 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 | -77.94% |
Year to date (YTD) | -61.90% |
1 month | n.a. |
3 months | +14.29% |
1 year | n.a. |
3 years | n.a. |
ISIN | CH1281035027 |
Symbol | BKWDBZ |
Security | 128103502 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 06.01.2025 |
Underlying | BKW N, CH0130293662 |
Underlying ISIN | CH0130293662 |
Strike | 180.00 |
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 | 25.52% |
Premium p.a. | 47.77% |
Leverage | 96.40 |
Implied volatility | 23.67% |
Moneyness | out-of-the-money |
Leverage | 12.4467 |
Delta | 0.1291 |
Gamma | 0.0004 |
Theta | -0.0007 |
Rho | 0.0046 |
Vega | 0.0111 |
Fair value | 0.08 |
Intrinsic value | n.a. |
Break-even | 181.50 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Compagnie Financi... | 144.35 |
Sika AG | 257.10 |
Givaudan | 4'347.00 |
NOVARTIS N | 95.89 |
SWISSCOM N | 505.50 |
Name | Price |
---|---|
UBS | 26.51 |
Partners Group Ho... | 1'152.00 |
GEBERIT N | 540.40 |
ABB Ltd | 49.67 |
Alcon AG | 80.08 |