Last price paid | 0.65 | |
Change | +6.56% [ +0.04 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 31.05.2024 17:20 |
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 | +77.03% |
Year to date (YTD) | +62.50% |
1 month | +1.56% |
3 months | -12.16% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.37 |
Underlying price on issue | 200.55 |
Premium | 0.08% |
Premium p.a. | 0.14% |
Leverage | 8.79 |
Implied volatility | 0.20 |
ISIN | CH1281049473 |
Symbol | SCHPXZ |
Security | 128104947 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 06.01.2025 |
Underlying | Schindler Hldg PS I, CH0024638196 |
Underlying ISIN | CH0024638196 |
Strike | 238.96 |
C/P type | call |
Subscription ratio | 19.91 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 19.91357 |
Value day | 08.12.2023 |
Premium | 8.16% |
Premium p.a. | 13.54% |
Leverage | 17.86 |
Implied volatility | 20.39% |
Moneyness | out-of-the-money |
Leverage | 8.7880 |
Delta | 0.4920 |
Gamma | 0.0005 |
Theta | -0.0019 |
Rho | 0.0307 |
Vega | 0.0362 |
Fair value | 0.66 |
Intrinsic value | n.a. |
Break-even | 253.10 |
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 |