Last price paid | 0.025 | |
Change | -16.67% [ 0.00 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 17.09.2024 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 | -96.55% |
Year to date (YTD) | -93.75% |
1 month | -90.74% |
3 months | -77.27% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.58 |
Underlying price on issue | 153.20 |
Premium | 0.08% |
Premium p.a. | 3.95% |
Leverage | 39.48 |
Implied volatility | 0.40 |
ISIN | CH1281035035 |
Symbol | BKW7JZ |
Security | 128103503 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.09.2024 |
Underlying | BKW N, CH0130293662 |
Underlying ISIN | CH0130293662 |
Strike | 160.00 |
C/P type | call |
Subscription ratio | 20.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 20 |
Value day | 19.10.2023 |
Premium | 7.58% |
Premium p.a. | 395.18% |
Leverage | 372.75 |
Implied volatility | 39.60% |
Moneyness | out-of-the-money |
Leverage | 39.4836 |
Delta | 0.1059 |
Gamma | 0.0011 |
Theta | -0.0052 |
Rho | 0.0001 |
Vega | 0.0019 |
Fair value | 0.02 |
Intrinsic value | n.a. |
Break-even | 160.40 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Compagnie Financi... | 134.05 |
Alcon AG | 84.64 |
SONOVA HLDG N | 303.00 |
ROCHE GS | 272.60 |
Sika AG | 281.30 |
Name | Price |
---|---|
Holcim | 83.32 |
ABB Ltd | 49.41 |
ZURICH INSURANCE | 514.00 |
Lonza Group | 539.20 |
SWISSCOM N | 554.00 |