Last price paid | 0.49 | |
Change | -5.77% [ -0.03 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 12.06.2024 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 | +27.63% |
Year to date (YTD) | -7.55% |
1 month | +40.00% |
3 months | -12.50% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.38 |
Underlying price on issue | 255.55 |
Premium | 0.07% |
Premium p.a. | 0.12% |
Leverage | 6.56 |
Implied volatility | 0.27 |
ISIN | CH1281046768 |
Symbol | SOOPQZ |
Security | 128104676 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 06.01.2025 |
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 | 6.79% |
Premium p.a. | 11.92% |
Leverage | 11.75 |
Implied volatility | 26.80% |
Moneyness | in-the-money |
Leverage | 6.5597 |
Delta | 0.5583 |
Gamma | 0.0001 |
Theta | -0.0010 |
Rho | 0.0132 |
Vega | 0.0167 |
Fair value | 0.39 |
Intrinsic value | n.a. |
Break-even | 304.25 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
ABB Ltd | 51.52 |
Partners Group Ho... | 1'189.00 |
Holcim | 81.88 |
LOGITECH INT. | 90.94 |
Alcon AG | 82.10 |
Name | Price |
---|---|
Lonza Group | 485.10 |
SWISSCOM N | 492.60 |
SONOVA HLDG N | 285.60 |
Givaudan | 4'360.00 |
KUEHNE & NAGEL | 259.90 |