Last price paid | 3.01 | |
Change | +0.67% [ +0.02 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 23.05.2024 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 | +187.14% |
Year to date (YTD) | +164.04% |
1 month | +9.45% |
3 months | +38.71% |
1 year | n.a. |
3 years | n.a. |
Issue price | 1.05 |
Underlying price on issue | 4'412.00 |
Premium | 0.01% |
Premium p.a. | 0.04% |
Leverage | 6.78 |
Implied volatility | 0.22 |
ISIN | CH1281047261 |
Symbol | SX5E5Z |
Security | 128104726 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.09.2024 |
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 | 1.47% |
Premium p.a. | 4.22% |
Leverage | 8.27 |
Implied volatility | 22.22% |
Moneyness | in-the-money |
Leverage | 6.7832 |
Delta | 0.8206 |
Gamma | 0.0000 |
Theta | -0.0067 |
Rho | 0.0679 |
Vega | 0.0370 |
Fair value | 0.37 |
Intrinsic value | n.a. |
Break-even | 5'109.19 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
SONOVA HLDG N | 297.30 |
LOGITECH INT. | 87.98 |
ABB Ltd | 48.97 |
Givaudan | 4'239.00 |
Swiss Life Hldg | 625.00 |
Name | Price |
---|---|
Nestlé SA | 93.30 |
KUEHNE & NAGEL | 243.70 |
SWISSCOM N | 494.00 |
NOVARTIS N | 92.77 |
Partners Group Ho... | 1'259.00 |