Last price paid | 0.21 | |
Change | -12.50% [ -0.03 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 28.05.2024 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 | +7.89% |
Year to date (YTD) | -25.00% |
1 month | n.a. |
3 months | 0.00% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.19 |
Underlying price on issue | 255.55 |
Premium | 0.08% |
Premium p.a. | 0.24% |
Leverage | 10.81 |
Implied volatility | 0.25 |
ISIN | CH1281046784 |
Symbol | SOO1WZ |
Security | 128104678 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.09.2024 |
Underlying | Sonova Hldg N, CH0012549785 |
Underlying ISIN | CH0012549785 |
Strike | 300.00 |
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 | 7.84% |
Premium p.a. | 23.64% |
Leverage | 28.07 |
Implied volatility | 24.82% |
Moneyness | out-of-the-money |
Leverage | 10.8098 |
Delta | 0.3851 |
Gamma | 0.0002 |
Theta | -0.0011 |
Rho | 0.0057 |
Vega | 0.0125 |
Fair value | 0.21 |
Intrinsic value | n.a. |
Break-even | 310.25 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Swiss Re | 112.45 |
Givaudan | 4'231.00 |
ZURICH INSURANCE | 468.70 |
ROCHE GS | 228.70 |
Nestlé SA | 91.58 |
Name | Price |
---|---|
Lonza Group | 483.40 |
UBS | 27.96 |
Compagnie Financi... | 142.20 |
Partners Group Ho... | 1'194.00 |
GEBERIT N | 556.20 |