Last price paid | 0.90 | |
Change | -2.17% [ -0.02 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 13.06.2024 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 | +108.54% |
Year to date (YTD) | +125.00% |
1 month | +12.50% |
3 months | +500.00% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.41 |
Underlying price on issue | 1'371.00 |
Premium | 0.01% |
Premium p.a. | 0.22% |
Leverage | 7.83 |
Implied volatility | 0.53 |
ISIN | CH1281034970 |
Symbol | BARNPZ |
Security | 128103497 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
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 | 0.83% |
Premium p.a. | 21.75% |
Leverage | 9.11 |
Implied volatility | 53.45% |
Moneyness | in-the-money |
Leverage | 7.8294 |
Delta | 0.8593 |
Gamma | 0.0000 |
Theta | -0.0067 |
Rho | 0.0022 |
Vega | 0.0034 |
Fair value | 0.07 |
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 |
---|---|
ROCHE GS | 248.40 |
Lonza Group | 484.30 |
Nestlé SA | 95.60 |
NOVARTIS N | 94.50 |
KUEHNE & NAGEL | 258.50 |
Name | Price |
---|---|
Compagnie Financi... | 142.90 |
LOGITECH INT. | 89.64 |
Partners Group Ho... | 1'161.50 |
Swiss Life Hldg | 628.40 |
UBS | 26.92 |