Last price paid | 2.39 | |
Change | -4.78% [ -0.12 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 21.06.2024 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 | +135.71% |
Year to date (YTD) | +109.65% |
1 month | -22.15% |
3 months | -17.87% |
1 year | n.a. |
3 years | n.a. |
Issue price | 1.05 |
Underlying price on issue | 4'412.00 |
Premium | 0.02% |
Premium p.a. | 0.06% |
Leverage | 7.58 |
Implied volatility | 0.24 |
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 | 1.58% |
Premium p.a. | 6.07% |
Leverage | 9.56 |
Implied volatility | 24.07% |
Moneyness | in-the-money |
Leverage | 7.5753 |
Delta | 0.7923 |
Gamma | 0.0000 |
Theta | -0.0073 |
Rho | 0.0465 |
Vega | 0.0337 |
Fair value | 0.37 |
Intrinsic value | n.a. |
Break-even | 5'016.48 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
NOVARTIS N | 95.89 |
Partners Group Ho... | 1'167.50 |
Nestlé SA | 94.74 |
GEBERIT N | 543.00 |
Alcon AG | 80.20 |
Name | Price |
---|---|
Swiss Life Hldg | 651.80 |
Swiss Re | 112.20 |
SONOVA HLDG N | 270.90 |
Holcim | 78.90 |
ABB Ltd | 49.96 |