Last price paid | 0.18 | |
Change | +5.88% [ +0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 11.06.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 11.12.2023 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | -19.57% |
Year to date (YTD) | -47.06% |
1 month | +63.64% |
3 months | -40.00% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.23 |
Underlying price on issue | 255.55 |
Premium | 0.01% |
Premium p.a. | 0.11% |
Leverage | 21.32 |
Implied volatility | 0.26 |
ISIN | CH1281046735 |
Symbol | SOODDZ |
Security | 128104673 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Sonova Hldg N, CH0012549785 |
Underlying ISIN | CH0012549785 |
Strike | 280.00 |
C/P type | call |
Subscription ratio | 50.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 50 |
Value day | 04.12.2023 |
Premium | 0.50% |
Premium p.a. | 10.82% |
Leverage | 31.11 |
Implied volatility | 26.28% |
Moneyness | in-the-money |
Leverage | 21.3215 |
Delta | 0.6853 |
Gamma | 0.0007 |
Theta | -0.0016 |
Rho | 0.0008 |
Vega | 0.0040 |
Fair value | 0.03 |
Intrinsic value | n.a. |
Break-even | 289.25 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
ROCHE GS | 241.60 |
SONOVA HLDG N | 288.10 |
Partners Group Ho... | 1'163.50 |
Givaudan | 4'356.00 |
NOVARTIS N | 94.08 |
Name | Price |
---|---|
KUEHNE & NAGEL | 259.60 |
LOGITECH INT. | 89.48 |
ZURICH INSURANCE | 470.40 |
Lonza Group | 495.10 |
Nestlé SA | 94.60 |