Last price paid | 0.55 | |
Change | -6.78% [ -0.04 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 28.05.2024 17:20 |
Fixing | 20.09.2024 |
Settlement date | 14.12.2023 |
Last trading | 20.09.2024 |
Final fixing | 20.09.2024 |
Currency redemption | CHF |
Perf. since issue | +202.78% |
Year to date (YTD) | +243.75% |
1 month | -3.51% |
3 months | +30.95% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.18 |
Underlying price on issue | 4'472.47 |
Premium | 0.05% |
Premium p.a. | 0.14% |
Leverage | 18.64 |
Implied volatility | 0.13 |
ISIN | CH1281048087 |
Symbol | SX50FZ |
Security | 128104808 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.09.2024 |
Underlying | EURO STOXX 50 Price EUR, EU0009658145 |
Underlying ISIN | EU0009658145 |
Strike | 5'150.00 |
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 | 4.57% |
Premium p.a. | 13.66% |
Leverage | 45.72 |
Implied volatility | 13.43% |
Moneyness | out-of-the-money |
Leverage | 18.6418 |
Delta | 0.4078 |
Gamma | 0.0000 |
Theta | -0.0049 |
Rho | 0.0314 |
Vega | 0.0555 |
Fair value | 0.55 |
Intrinsic value | n.a. |
Break-even | 5'260.03 |
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 |