Last price paid | 0.23 | |
Change | +9.52% [ +0.02 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 08.08.2024 17:20 |
Fixing | 20.09.2024 |
Settlement date | 11.12.2023 |
Last trading | 20.09.2024 |
Final fixing | 20.09.2024 |
Currency redemption | CHF |
Perf. since issue | +113.64% |
Year to date (YTD) | +90.91% |
1 month | +425.00% |
3 months | +950.00% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.11 |
Underlying price on issue | 244.85 |
Premium | 0.02% |
Premium p.a. | 0.18% |
Leverage | 14.35 |
Implied volatility | 0.22 |
ISIN | CH1281046594 |
Symbol | ROGGAZ |
Security | 128104659 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.09.2024 |
Underlying | Roche Hldg G, CH0012032048 |
Underlying ISIN | CH0012032048 |
Strike | 270.00 |
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 | 2.45% |
Premium p.a. | 17.92% |
Leverage | 23.40 |
Implied volatility | 21.80% |
Moneyness | in-the-money |
Leverage | 14.3479 |
Delta | 0.6130 |
Gamma | 0.0003 |
Theta | -0.0018 |
Rho | 0.0043 |
Vega | 0.0078 |
Fair value | 0.14 |
Intrinsic value | n.a. |
Break-even | 281.75 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Swiss Re | 103.15 |
ABB Ltd | 45.23 |
ROCHE GS | 275.60 |
Compagnie Financi... | 125.95 |
SONOVA HLDG N | 282.20 |
Name | Price |
---|---|
ZURICH INSURANCE | 459.30 |
KUEHNE & NAGEL | 252.80 |
NOVARTIS N | 96.11 |
Lonza Group | 558.20 |
LOGITECH INT. | 73.62 |