Last price paid | 0.03 | |
Change | +20.00% [ 0.00 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 28.05.2024 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 | -80.00% |
Year to date (YTD) | -89.66% |
1 month | n.a. |
3 months | +50.00% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.15 |
Underlying price on issue | 34.34 |
Premium | 0.05% |
Premium p.a. | 0.63% |
Leverage | 20.42 |
Implied volatility | 0.26 |
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 | 5.19% |
Premium p.a. | 63.16% |
Leverage | 57.37 |
Implied volatility | 26.30% |
Moneyness | out-of-the-money |
Leverage | 20.4217 |
Delta | 0.3560 |
Gamma | 0.0072 |
Theta | -0.0009 |
Rho | 0.0005 |
Vega | 0.0018 |
Fair value | 0.03 |
Intrinsic value | n.a. |
Break-even | 36.61 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Swiss Re | 113.15 |
Nestlé SA | 91.90 |
ZURICH INSURANCE | 469.90 |
Givaudan | 4'227.00 |
SWISSCOM N | 492.60 |
Name | Price |
---|---|
Lonza Group | 486.00 |
Compagnie Financi... | 142.10 |
UBS | 28.07 |
GEBERIT N | 556.60 |
Partners Group Ho... | 1'198.50 |