Last price paid | 0.02 | |
Change | -33.33% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 07.06.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 26.10.2023 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | -90.00% |
Year to date (YTD) | -93.10% |
1 month | n.a. |
3 months | -33.33% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.15 |
Underlying price on issue | 34.34 |
Premium | 0.06% |
Premium p.a. | 1.13% |
Leverage | 25.88 |
Implied volatility | 0.29 |
ISIN | CH1281036058 |
Symbol | RWE0CZ |
Security | 128103605 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | RWE I, DE0007037129 |
Underlying ISIN | DE0007037129 |
Strike | 36.00 |
C/P type | call |
Subscription ratio | 20.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 20 |
Value day | 19.10.2023 |
Premium | 6.48% |
Premium p.a. | 112.63% |
Leverage | 110.10 |
Implied volatility | 28.57% |
Moneyness | out-of-the-money |
Leverage | 25.8789 |
Delta | 0.2351 |
Gamma | 0.0068 |
Theta | -0.0009 |
Rho | 0.0002 |
Vega | 0.0012 |
Fair value | 0.02 |
Intrinsic value | n.a. |
Break-even | 36.31 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
ROCHE GS | 242.60 |
Compagnie Financi... | 150.10 |
Swiss Re | 113.65 |
Holcim | 79.98 |
Alcon AG | 82.16 |
Name | Price |
---|---|
Partners Group Ho... | 1'165.00 |
Lonza Group | 500.20 |
Sika AG | 270.90 |
GEBERIT N | 550.80 |
SWISSCOM N | 503.50 |