Last price paid | 0.95 | |
Change | +2.15% [ +0.02 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 21.06.2024 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 | +87.25% |
Year to date (YTD) | +90.00% |
1 month | -25.78% |
3 months | +239.29% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.51 |
Underlying price on issue | 1'371.00 |
Premium | 0.03% |
Premium p.a. | 0.10% |
Leverage | 6.26 |
Implied volatility | 0.31 |
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 | 2.65% |
Premium p.a. | 9.85% |
Leverage | 8.12 |
Implied volatility | 30.76% |
Moneyness | in-the-money |
Leverage | 6.2568 |
Delta | 0.7710 |
Gamma | 0.0000 |
Theta | -0.0021 |
Rho | 0.0135 |
Vega | 0.0122 |
Fair value | 0.21 |
Intrinsic value | n.a. |
Break-even | 1'591.00 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
ROCHE GS | 252.80 |
Swiss Life Hldg | 653.80 |
SWISSCOM N | 500.00 |
Givaudan | 4'314.00 |
NOVARTIS N | 93.99 |
Name | Price |
---|---|
Holcim | 78.70 |
UBS | 27.03 |
ABB Ltd | 49.79 |
Partners Group Ho... | 1'154.00 |
Sika AG | 255.40 |