Last price paid | 0.93 | |
Change | -8.82% [ -0.09 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 28.05.2024 17:20 |
Fixing | 20.09.2024 |
Settlement date | 08.12.2023 |
Last trading | 20.09.2024 |
Final fixing | 20.09.2024 |
Currency redemption | CHF |
Perf. since issue | +125.61% |
Year to date (YTD) | +78.85% |
1 month | +63.16% |
3 months | +173.53% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.41 |
Underlying price on issue | 44.24 |
Premium | 0.02% |
Premium p.a. | 0.07% |
Leverage | 4.88 |
Implied volatility | 0.33 |
ISIN | CH1281045893 |
Symbol | BAEGSZ |
Security | 128104589 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.09.2024 |
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 | 2.24% |
Premium p.a. | 6.70% |
Leverage | 5.84 |
Implied volatility | 32.69% |
Moneyness | in-the-money |
Leverage | 4.8764 |
Delta | 0.8347 |
Gamma | 0.0024 |
Theta | -0.0012 |
Rho | 0.0120 |
Vega | 0.0078 |
Fair value | 0.12 |
Intrinsic value | n.a. |
Break-even | 55.25 |
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 |