Last price paid | 0.03 | |
Change | -14.29% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 05.06.2024 17:20 |
Fixing | 20.09.2024 |
Settlement date | 26.10.2023 |
Last trading | 20.09.2024 |
Final fixing | 20.09.2024 |
Currency redemption | CHF |
Perf. since issue | -90.38% |
Year to date (YTD) | -82.35% |
1 month | n.a. |
3 months | -62.50% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.26 |
Underlying price on issue | 31.20 |
Premium | 0.20% |
Premium p.a. | 0.66% |
Leverage | 14.69 |
Implied volatility | 0.26 |
ISIN | CH1281035696 |
Symbol | SRAZPZ |
Security | 128103569 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.09.2024 |
Underlying | Stadler Rail N, CH0002178181 |
Underlying ISIN | CH0002178181 |
Strike | 32.00 |
C/P type | call |
Subscription ratio | 10.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 10 |
Value day | 19.10.2023 |
Premium | 19.67% |
Premium p.a. | 66.46% |
Leverage | 107.80 |
Implied volatility | 26.31% |
Moneyness | out-of-the-money |
Leverage | 14.6933 |
Delta | 0.1363 |
Gamma | 0.0057 |
Theta | -0.0004 |
Rho | 0.0010 |
Vega | 0.0032 |
Fair value | 0.03 |
Intrinsic value | n.a. |
Break-even | 32.25 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
ROCHE GS | 241.60 |
SONOVA HLDG N | 288.10 |
Partners Group Ho... | 1'163.50 |
Givaudan | 4'356.00 |
NOVARTIS N | 94.08 |
Name | Price |
---|---|
KUEHNE & NAGEL | 259.60 |
LOGITECH INT. | 89.48 |
ZURICH INSURANCE | 470.40 |
Lonza Group | 495.10 |
Nestlé SA | 94.60 |