Last price paid | 1.77 | |
Change | +7.93% [ +0.13 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 31.05.2024 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 | +491.67% |
Year to date (YTD) | +580.77% |
1 month | +36.15% |
3 months | +110.71% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.30 |
Underlying price on issue | 85.88 |
Premium | 0.01% |
Premium p.a. | 0.02% |
Leverage | 3.36 |
Implied volatility | 0.33 |
ISIN | CH1281049457 |
Symbol | SUNNSZ |
Security | 128104945 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.09.2024 |
Underlying | Sulzer N, CH0038388911 |
Underlying ISIN | CH0038388911 |
Strike | 88.00 |
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 | 0.57% |
Premium p.a. | 1.75% |
Leverage | 3.46 |
Implied volatility | 32.74% |
Moneyness | in-the-money |
Leverage | 3.3600 |
Delta | 0.9713 |
Gamma | 0.0001 |
Theta | -0.0005 |
Rho | 0.0137 |
Vega | 0.0023 |
Fair value | 0.03 |
Intrinsic value | n.a. |
Break-even | 123.50 |
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 |