Last price paid | 0.73 | |
Change | -1.35% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 13.06.2024 17:20 |
Fixing | 20.09.2024 |
Settlement date | 06.12.2023 |
Last trading | 20.09.2024 |
Final fixing | 20.09.2024 |
Currency redemption | CHF |
Perf. since issue | +181.25% |
Year to date (YTD) | +231.82% |
1 month | +73.81% |
3 months | +28.07% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.24 |
Underlying price on issue | 65.25 |
Premium | 0.01% |
Premium p.a. | 0.05% |
Leverage | 5.24 |
Implied volatility | 0.29 |
ISIN | CH1281045588 |
Symbol | ALCZQZ |
Security | 128104558 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.09.2024 |
Underlying | Alcon N, CH0432492467 |
Underlying ISIN | CH0432492467 |
Strike | 68.00 |
C/P type | call |
Subscription ratio | 20.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 20 |
Value day | 29.11.2023 |
Premium | 1.34% |
Premium p.a. | 4.67% |
Leverage | 5.96 |
Implied volatility | 29.19% |
Moneyness | in-the-money |
Leverage | 5.2432 |
Delta | 0.8802 |
Gamma | 0.0008 |
Theta | -0.0007 |
Rho | 0.0082 |
Vega | 0.0043 |
Fair value | 0.05 |
Intrinsic value | n.a. |
Break-even | 81.50 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
NOVARTIS N | 95.00 |
ROCHE GS | 247.70 |
SWISSCOM N | 497.40 |
Nestlé SA | 95.22 |
Lonza Group | 480.40 |
Name | Price |
---|---|
LOGITECH INT. | 88.36 |
Sika AG | 255.00 |
Partners Group Ho... | 1'153.50 |
Compagnie Financi... | 143.55 |
GEBERIT N | 540.60 |