Last price paid | 0.70 | |
Change | +1.45% [ +0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 16.05.2024 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 | +168.75% |
Year to date (YTD) | +218.18% |
1 month | +75.00% |
3 months | +150.00% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.24 |
Underlying price on issue | 65.25 |
Premium | 0.02% |
Premium p.a. | 0.04% |
Leverage | 5.36 |
Implied volatility | 0.26 |
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 | 1.58% |
Premium p.a. | 4.34% |
Leverage | 6.17 |
Implied volatility | 25.98% |
Moneyness | in-the-money |
Leverage | 5.3639 |
Delta | 0.8688 |
Gamma | 0.0009 |
Theta | -0.0006 |
Rho | 0.0103 |
Vega | 0.0051 |
Fair value | 0.06 |
Intrinsic value | n.a. |
Break-even | 80.90 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Compagnie Financi... | 145.00 |
LOGITECH INT. | 83.18 |
Swiss Re | 109.05 |
Givaudan | 4'155.00 |
NOVARTIS N | 93.54 |
Name | Price |
---|---|
Alcon AG | 79.60 |
ABB Ltd | 47.16 |
GEBERIT N | 559.80 |
Partners Group Ho... | 1'266.50 |
SONOVA HLDG N | 295.10 |