Last price paid | 0.83 | |
Change | -11.70% [ -0.11 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 28.05.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 08.12.2023 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | +135.71% |
Year to date (YTD) | +84.44% |
1 month | +88.64% |
3 months | +219.23% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.35 |
Underlying price on issue | 44.24 |
Premium | 0.00% |
Premium p.a. | 0.05% |
Leverage | 6.16 |
Implied volatility | 0.37 |
ISIN | CH1281045851 |
Symbol | BAE4OZ |
Security | 128104585 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Julius Baer Grp N, CH0102484968 |
Underlying ISIN | CH0102484968 |
Strike | 46.00 |
C/P type | call |
Subscription ratio | 10.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 10 |
Value day | 01.12.2023 |
Premium | 0.39% |
Premium p.a. | 4.58% |
Leverage | 6.55 |
Implied volatility | 36.91% |
Moneyness | in-the-money |
Leverage | 6.1615 |
Delta | 0.9406 |
Gamma | 0.0020 |
Theta | -0.0013 |
Rho | 0.0036 |
Vega | 0.0019 |
Fair value | 0.02 |
Intrinsic value | n.a. |
Break-even | 54.25 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
SWISSCOM N | 491.80 |
KUEHNE & NAGEL | 251.20 |
Compagnie Financi... | 143.80 |
UBS | 28.31 |
ABB Ltd | 49.60 |
Name | Price |
---|---|
Lonza Group | 495.20 |
Sika AG | 276.10 |
Partners Group Ho... | 1'206.50 |
Alcon AG | 80.86 |
GEBERIT N | 560.60 |