Last price paid | 0.015 | |
Change | -25.00% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 13.03.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 09.11.2023 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | -92.86% |
Year to date (YTD) | -50.00% |
1 month | n.a. |
3 months | -50.00% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.14 |
Underlying price on issue | 40.98 |
Premium | 0.61% |
Premium p.a. | 7.48% |
Leverage | 8.91 |
Implied volatility | 1.00 |
ISIN | CH1281036777 |
Symbol | BAYMNZ |
Security | 128103677 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Bayer N, DE000BAY0017 |
Underlying ISIN | DE000BAY0017 |
Strike | 44.00 |
C/P type | call |
Subscription ratio | 20.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 20 |
Value day | 02.11.2023 |
Premium | 61.47% |
Premium p.a. | 747.86% |
Leverage | 135.57 |
Implied volatility | 99.57% |
Moneyness | out-of-the-money |
Leverage | 8.9106 |
Delta | 0.0657 |
Gamma | 0.0008 |
Theta | -0.0008 |
Rho | 0.0001 |
Vega | 0.0005 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 44.20 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Swiss Re | 113.05 |
ROCHE GS | 230.50 |
Givaudan | 4'233.00 |
Sika AG | 276.70 |
SWISSCOM N | 492.60 |
Name | Price |
---|---|
Lonza Group | 485.40 |
UBS | 28.02 |
Partners Group Ho... | 1'197.00 |
Holcim | 79.30 |
LOGITECH INT. | 86.44 |