Last price paid | 0.035 | |
Change | -12.50% [ 0.00 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 13.06.2024 17:20 |
Fixing | 20.09.2024 |
Settlement date | 15.12.2023 |
Last trading | 20.09.2024 |
Final fixing | 20.09.2024 |
Currency redemption | CHF |
Perf. since issue | -89.66% |
Year to date (YTD) | -91.46% |
1 month | -46.15% |
3 months | -61.11% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.29 |
Underlying price on issue | 191.10 |
Premium | 0.67% |
Premium p.a. | 35.12% |
Leverage | 7.28 |
Implied volatility | 2.43 |
ISIN | CH1281049069 |
Symbol | KOMBOZ |
Security | 128104906 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.09.2024 |
Underlying | Komax Hldg N, CH0010702154 |
Underlying ISIN | CH0010702154 |
Strike | 200.00 |
C/P type | call |
Subscription ratio | 50.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 50 |
Value day | 08.12.2023 |
Premium | 67.36% |
Premium p.a. | 3512.28% |
Leverage | 80.27 |
Implied volatility | 243.40% |
Moneyness | out-of-the-money |
Leverage | 7.2826 |
Delta | 0.0907 |
Gamma | 0.0001 |
Theta | -0.0090 |
Rho | 0.0000 |
Vega | 0.0005 |
Fair value | 0.03 |
Intrinsic value | n.a. |
Break-even | 201.50 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Compagnie Financi... | 133.50 |
SONOVA HLDG N | 305.00 |
Sika AG | 282.10 |
Alcon AG | 84.44 |
Partners Group Ho... | 1'269.00 |
Name | Price |
---|---|
Holcim | 84.08 |
ABB Ltd | 49.72 |
ZURICH INSURANCE | 514.60 |
Lonza Group | 539.60 |
Givaudan | 4'604.00 |