Last price paid | 0.59 | |
Change | -13.24% [ -0.09 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 17.06.2024 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 | +139.58% |
Year to date (YTD) | +168.18% |
1 month | -10.61% |
3 months | +15.69% |
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 | 5.84 |
Implied volatility | 0.28 |
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 | 1.48% |
Premium p.a. | 5.35% |
Leverage | 6.81 |
Implied volatility | 27.71% |
Moneyness | in-the-money |
Leverage | 5.8437 |
Delta | 0.8578 |
Gamma | 0.0010 |
Theta | -0.0007 |
Rho | 0.0077 |
Vega | 0.0046 |
Fair value | 0.06 |
Intrinsic value | n.a. |
Break-even | 79.50 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Lonza Group | 479.40 |
Swiss Life Hldg | 645.80 |
ABB Ltd | 50.88 |
Givaudan | 4'344.00 |
Swiss Re | 110.95 |
Name | Price |
---|---|
NOVARTIS N | 92.97 |
Compagnie Financi... | 141.30 |
Nestlé SA | 94.64 |
Alcon AG | 78.34 |
SONOVA HLDG N | 271.00 |