Last price paid | 0.81 | |
Change | -10.00% [ -0.09 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 28.05.2024 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 | +519.23% |
Year to date (YTD) | +376.47% |
1 month | +252.17% |
3 months | +211.54% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.13 |
Underlying price on issue | 98.30 |
Premium | 0.01% |
Premium p.a. | 0.08% |
Leverage | 6.93 |
Implied volatility | 0.38 |
ISIN | CH1281049630 |
Symbol | SFSB8Z |
Security | 128104963 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | SFS Group N, CH0239229302 |
Underlying ISIN | CH0239229302 |
Strike | 110.00 |
C/P type | call |
Subscription ratio | 20.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 20 |
Value day | 08.12.2023 |
Premium | 0.72% |
Premium p.a. | 8.46% |
Leverage | 7.78 |
Implied volatility | 38.10% |
Moneyness | in-the-money |
Leverage | 6.9265 |
Delta | 0.8907 |
Gamma | 0.0007 |
Theta | -0.0023 |
Rho | 0.0041 |
Vega | 0.0034 |
Fair value | 0.04 |
Intrinsic value | n.a. |
Break-even | 126.10 |
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 |