Last price paid | 0.65 | |
Change | +1.56% [ +0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 26.06.2024 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 | +172.92% |
Year to date (YTD) | +195.45% |
1 month | -14.47% |
3 months | +41.30% |
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 | 5.41 |
Implied volatility | 0.30 |
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 | 1.20% |
Premium p.a. | 4.70% |
Leverage | 6.12 |
Implied volatility | 29.51% |
Moneyness | in-the-money |
Leverage | 5.4145 |
Delta | 0.8851 |
Gamma | 0.0008 |
Theta | -0.0007 |
Rho | 0.0074 |
Vega | 0.0039 |
Fair value | 0.05 |
Intrinsic value | n.a. |
Break-even | 81.10 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
SONOVA HLDG N | 274.80 |
Sika AG | 260.00 |
KUEHNE & NAGEL | 260.40 |
Lonza Group | 486.30 |
GEBERIT N | 541.00 |
Name | Price |
---|---|
Compagnie Financi... | 142.15 |
ROCHE GS | 249.60 |
Nestlé SA | 92.90 |
ZURICH INSURANCE | 480.20 |
Swiss Re | 111.50 |