Last price paid | 0.33 | |
Change | +10.00% [ +0.03 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 26.07.2024 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 | -36.27% |
Year to date (YTD) | -34.00% |
1 month | -55.41% |
3 months | -25.00% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.51 |
Underlying price on issue | 1'371.00 |
Premium | 0.04% |
Premium p.a. | 0.24% |
Leverage | 12.11 |
Implied volatility | 0.26 |
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 | 3.83% |
Premium p.a. | 23.68% |
Leverage | 21.71 |
Implied volatility | 25.71% |
Moneyness | in-the-money |
Leverage | 12.1122 |
Delta | 0.5580 |
Gamma | 0.0000 |
Theta | -0.0026 |
Rho | 0.0058 |
Vega | 0.0112 |
Fair value | 0.27 |
Intrinsic value | n.a. |
Break-even | 1'465.00 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Sika AG | 269.10 |
GEBERIT N | 559.60 |
Swiss Re | 109.05 |
ZURICH INSURANCE | 484.30 |
Holcim | 82.04 |
Name | Price |
---|---|
SONOVA HLDG N | 266.50 |
Alcon AG | 82.92 |
UBS | 26.70 |
ROCHE GS | 285.50 |
Partners Group Ho... | 1'171.50 |