Last price paid | 2.30 | |
Change | -2.13% [ -0.05 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 28.05.2024 17:20 |
Fixing | 19.12.2025 |
Settlement date | 14.12.2023 |
Last trading | 19.12.2025 |
Final fixing | 19.12.2025 |
Currency redemption | CHF |
Perf. since issue | +120.67% |
Year to date (YTD) | +144.68% |
1 month | +5.99% |
3 months | +34.50% |
1 year | n.a. |
3 years | n.a. |
Issue price | 1.04 |
Underlying price on issue | 4'472.47 |
Premium | 0.09% |
Premium p.a. | 0.05% |
Leverage | 5.87 |
Implied volatility | 0.18 |
ISIN | CH1281048103 |
Symbol | SX53GZ |
Security | 128104810 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 05.01.2026 |
Underlying | EURO STOXX 50 Price EUR, EU0009658145 |
Underlying ISIN | EU0009658145 |
Strike | 5'000.00 |
C/P type | call |
Subscription ratio | 200.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | European |
Delivery of securities | Automatic |
Minimum execution | 200 |
Value day | 07.12.2023 |
Premium | 8.64% |
Premium p.a. | 5.29% |
Leverage | 10.85 |
Implied volatility | 18.00% |
Moneyness | in-the-money |
Leverage | 5.8710 |
Delta | 0.5409 |
Gamma | 0.0000 |
Theta | -0.0039 |
Rho | 0.1808 |
Vega | 0.1186 |
Fair value | 2.15 |
Intrinsic value | n.a. |
Break-even | 5'463.31 |
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 |