Last price paid | 0.54 | |
Change | +10.20% [ +0.05 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 31.05.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 15.12.2023 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | +159.52% |
Year to date (YTD) | +184.21% |
1 month | +38.46% |
3 months | -33.33% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.21 |
Underlying price on issue | 64.75 |
Premium | 0.00% |
Premium p.a. | 0.06% |
Leverage | 11.82 |
Implied volatility | 0.23 |
ISIN | CH1281050315 |
Symbol | CMBISZ |
Security | 128105031 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Cembra Money Bank AG, CH0225173167 |
Underlying ISIN | CH0225173167 |
Strike | 68.00 |
C/P type | call |
Subscription ratio | 10.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 10 |
Value day | 08.12.2023 |
Premium | 0.48% |
Premium p.a. | 6.24% |
Leverage | 13.41 |
Implied volatility | 22.94% |
Moneyness | in-the-money |
Leverage | 11.8231 |
Delta | 0.8815 |
Gamma | 0.0042 |
Theta | -0.0019 |
Rho | 0.0045 |
Vega | 0.0040 |
Fair value | 0.04 |
Intrinsic value | n.a. |
Break-even | 73.45 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Swiss Re | 114.70 |
NOVARTIS N | 93.17 |
KUEHNE & NAGEL | 255.50 |
SWISSCOM N | 498.20 |
Nestlé SA | 95.56 |
Name | Price |
---|---|
Sika AG | 272.90 |
GEBERIT N | 550.40 |
Holcim | 78.78 |
Lonza Group | 486.40 |
Partners Group Ho... | 1'206.00 |