Last price paid | 0.15 | |
Change | -6.25% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 28.05.2024 17:20 |
Fixing | 20.12.2024 |
Settlement date | 26.10.2023 |
Last trading | 20.12.2024 |
Final fixing | 20.12.2024 |
Currency redemption | CHF |
Perf. since issue | -53.33% |
Year to date (YTD) | -31.82% |
1 month | +25.00% |
3 months | -6.25% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.30 |
Underlying price on issue | 54.30 |
Premium | 0.13% |
Premium p.a. | 0.22% |
Leverage | 11.34 |
Implied volatility | 0.19 |
ISIN | CH1281035704 |
Symbol | VONLPZ |
Security | 128103570 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 06.01.2025 |
Underlying | Vontobel Holding N, CH0012335540 |
Underlying ISIN | CH0012335540 |
Strike | 60.00 |
C/P type | call |
Subscription ratio | 10.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 10 |
Value day | 19.10.2023 |
Premium | 13.49% |
Premium p.a. | 22.19% |
Leverage | 38.64 |
Implied volatility | 19.41% |
Moneyness | out-of-the-money |
Leverage | 11.3365 |
Delta | 0.2934 |
Gamma | 0.0042 |
Theta | -0.0007 |
Rho | 0.0088 |
Vega | 0.0145 |
Fair value | 0.14 |
Intrinsic value | n.a. |
Break-even | 61.40 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Swiss Re | 113.15 |
Givaudan | 4'234.00 |
ZURICH INSURANCE | 469.50 |
ABB Ltd | 49.65 |
Nestlé SA | 91.60 |
Name | Price |
---|---|
Lonza Group | 486.40 |
UBS | 27.97 |
Partners Group Ho... | 1'194.00 |
Compagnie Financi... | 142.40 |
GEBERIT N | 555.40 |