Last price paid | 0.59 | |
Change | -30.59% [ -0.26 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 06.06.2024 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 | +67.14% |
Year to date (YTD) | +31.11% |
1 month | -16.90% |
3 months | +90.32% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.35 |
Underlying price on issue | 44.24 |
Premium | 0.01% |
Premium p.a. | 0.12% |
Leverage | 7.72 |
Implied volatility | 0.43 |
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 | 0.72% |
Premium p.a. | 12.49% |
Leverage | 8.80 |
Implied volatility | 42.50% |
Moneyness | in-the-money |
Leverage | 7.7194 |
Delta | 0.8772 |
Gamma | 0.0039 |
Theta | -0.0027 |
Rho | 0.0023 |
Vega | 0.0025 |
Fair value | 0.04 |
Intrinsic value | n.a. |
Break-even | 51.85 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
ROCHE GS | 242.60 |
Compagnie Financi... | 150.10 |
Swiss Re | 113.65 |
Holcim | 79.98 |
Alcon AG | 82.16 |
Name | Price |
---|---|
Partners Group Ho... | 1'165.00 |
Lonza Group | 500.20 |
Sika AG | 270.90 |
GEBERIT N | 550.80 |
SWISSCOM N | 503.50 |