Last price paid | 0.64 | |
Change | +1.59% [ +0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 06.06.2024 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 | +373.08% |
Year to date (YTD) | +276.47% |
1 month | +178.26% |
3 months | +68.42% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.13 |
Underlying price on issue | 98.30 |
Premium | 0.00% |
Premium p.a. | 0.07% |
Leverage | 9.01 |
Implied volatility | 0.33 |
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 | 0.41% |
Premium p.a. | 7.14% |
Leverage | 9.90 |
Implied volatility | 32.79% |
Moneyness | in-the-money |
Leverage | 9.0125 |
Delta | 0.9101 |
Gamma | 0.0008 |
Theta | -0.0020 |
Rho | 0.0028 |
Vega | 0.0024 |
Fair value | 0.03 |
Intrinsic value | n.a. |
Break-even | 122.30 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
ROCHE GS | 240.50 |
LOGITECH INT. | 91.18 |
Compagnie Financi... | 149.80 |
Lonza Group | 507.20 |
Swiss Re | 113.10 |
Name | Price |
---|---|
ABB Ltd | 50.06 |
Swiss Life Hldg | 635.40 |
GEBERIT N | 552.40 |
Givaudan | 4'304.00 |
Holcim | 79.40 |