Last price paid | 2.87 | |
Change | -2.71% [ -0.08 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 28.05.2024 17:20 |
Fixing | 20.12.2024 |
Settlement date | 11.12.2023 |
Last trading | 20.12.2024 |
Final fixing | 20.12.2024 |
Currency redemption | CHF |
Perf. since issue | +162.84% |
Year to date (YTD) | +147.41% |
1 month | +7.09% |
3 months | +31.65% |
1 year | n.a. |
3 years | n.a. |
Issue price | 1.09 |
Underlying price on issue | 4'412.00 |
Premium | 0.03% |
Premium p.a. | 0.05% |
Leverage | 6.39 |
Implied volatility | 0.21 |
ISIN | CH1281047303 |
Symbol | SX5SBZ |
Security | 128104730 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 06.01.2025 |
Underlying | EURO STOXX 50 Price EUR, EU0009658145 |
Underlying ISIN | EU0009658145 |
Strike | 4'600.00 |
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 | 2.98% |
Premium p.a. | 4.87% |
Leverage | 8.69 |
Implied volatility | 20.70% |
Moneyness | in-the-money |
Leverage | 6.3868 |
Delta | 0.7346 |
Gamma | 0.0000 |
Theta | -0.0059 |
Rho | 0.1031 |
Vega | 0.0611 |
Fair value | 0.74 |
Intrinsic value | n.a. |
Break-even | 5'178.38 |
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 |