Last price paid | 0.81 | |
Change | -6.90% [ -0.06 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 17.06.2024 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 | +84.15% |
Year to date (YTD) | +102.50% |
1 month | -18.18% |
3 months | +326.32% |
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. | 0.28% |
Leverage | 8.70 |
Implied volatility | 0.57 |
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 | 0.78% |
Premium p.a. | 28.46% |
Leverage | 10.19 |
Implied volatility | 57.14% |
Moneyness | in-the-money |
Leverage | 8.6957 |
Delta | 0.8532 |
Gamma | 0.0000 |
Theta | -0.0086 |
Rho | 0.0016 |
Vega | 0.0029 |
Fair value | 0.06 |
Intrinsic value | n.a. |
Break-even | 1'551.00 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Lonza Group | 480.20 |
Swiss Life Hldg | 646.00 |
ABB Ltd | 50.94 |
Partners Group Ho... | 1'157.00 |
Givaudan | 4'350.00 |
Name | Price |
---|---|
Compagnie Financi... | 141.30 |
NOVARTIS N | 93.06 |
Nestlé SA | 94.66 |
Alcon AG | 78.34 |
SONOVA HLDG N | 271.00 |