Last price paid | n.a. | |
Change | -5.61% [ -0.12 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | n.a. n.a. |
Fixing | 19.04.2024 |
Settlement date | 11.12.2023 |
Last trading | 19.04.2024 |
Final fixing | 19.04.2024 |
Currency redemption | CHF |
Perf. since issue | +200.75% |
Year to date (YTD) | +143.37% |
1 month | -17.55% |
3 months | +304.00% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.67 |
Underlying price on issue | 4'411.00 |
Premium | 0.00% |
Premium p.a. | 0.07% |
Leverage | 11.19 |
Implied volatility | 0.39 |
ISIN | CH1281047147 |
Symbol | SX5UMZ |
Security | 128104714 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 26.04.2024 |
Underlying | EURO STOXX 50 Price EUR, EU0009658145 |
Underlying ISIN | EU0009658145 |
Strike | 4'500.00 |
C/P type | call |
Subscription ratio | 200.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | European |
Delivery of securities | Automatic |
Minimum execution | 200 |
Value day | 04.12.2023 |
Premium | 0.13% |
Premium p.a. | 6.74% |
Leverage | 11.79 |
Implied volatility | 39.12% |
Moneyness | in-the-money |
Leverage | 11.1899 |
Delta | 0.9490 |
Gamma | 0.0000 |
Theta | -0.0135 |
Rho | 0.0043 |
Vega | 0.0034 |
Fair value | 0.03 |
Intrinsic value | n.a. |
Break-even | 4'916.42 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Givaudan | 4'374.00 |
Holcim | 80.86 |
Lonza Group | 500.60 |
LOGITECH INT. | 91.00 |
Sika AG | 271.00 |
Name | Price |
---|---|
Nestlé SA | 96.70 |
UBS | 28.13 |
Swiss Re | 112.50 |
SONOVA HLDG N | 286.10 |
Swiss Life Hldg | 632.60 |