Last price paid | 0.86 | |
Change | -2.27% [ -0.02 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 05.07.2024 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 | +67.65% |
Year to date (YTD) | +72.00% |
1 month | -13.13% |
3 months | +514.29% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.51 |
Underlying price on issue | 1'371.00 |
Premium | 0.02% |
Premium p.a. | 0.10% |
Leverage | 6.87 |
Implied volatility | 0.30 |
ISIN | CH1281034996 |
Symbol | BARITZ |
Security | 128103499 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.09.2024 |
Underlying | Barry Callebaut N, CH0009002962 |
Underlying ISIN | CH0009002962 |
Strike | 1'400.00 |
C/P type | call |
Subscription ratio | 200.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 200 |
Value day | 19.10.2023 |
Premium | 2.41% |
Premium p.a. | 10.48% |
Leverage | 8.97 |
Implied volatility | 30.17% |
Moneyness | in-the-money |
Leverage | 6.8685 |
Delta | 0.7657 |
Gamma | 0.0000 |
Theta | -0.0022 |
Rho | 0.0116 |
Vega | 0.0113 |
Fair value | 0.19 |
Intrinsic value | n.a. |
Break-even | 1'571.00 |
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 |