Fixing | 20.12.2024 |
Settlement date | 15.12.2023 |
Last trading | 20.12.2024 |
Final fixing | 20.12.2024 |
Currency redemption | CHF |
Perf. since issue | +105.17% |
Year to date (YTD) | +66.67% |
1 month | +3.45% |
3 months | +9.09% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.29 |
Underlying price on issue | 395.10 |
Premium | 0.08% |
Premium p.a. | 0.15% |
Leverage | 5.27 |
Implied volatility | 0.33 |
ISIN | CH1281048988 |
Symbol | VAC7BZ |
Security | 128104898 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 06.01.2025 |
Underlying | VAT Group N, CH0311864901 |
Underlying ISIN | CH0311864901 |
Strike | 480.00 |
C/P type | call |
Subscription ratio | 100.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 100 |
Value day | 08.12.2023 |
Premium | 7.90% |
Premium p.a. | 14.79% |
Leverage | 8.40 |
Implied volatility | 32.78% |
Moneyness | in-the-money |
Leverage | 5.2718 |
Delta | 0.6273 |
Gamma | 0.0000 |
Theta | -0.0013 |
Rho | 0.0136 |
Vega | 0.0138 |
Fair value | 0.40 |
Intrinsic value | n.a. |
Break-even | 539.50 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Compagnie Financi... | 144.35 |
Sika AG | 257.10 |
Givaudan | 4'347.00 |
NOVARTIS N | 95.89 |
SWISSCOM N | 505.50 |
Name | Price |
---|---|
UBS | 26.51 |
Partners Group Ho... | 1'152.00 |
GEBERIT N | 540.40 |
ABB Ltd | 49.67 |
Alcon AG | 80.08 |