Last price paid | 0.65 | |
Change | +20.37% [ +0.11 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 12.06.2024 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 | +16.96% |
Year to date (YTD) | +6.56% |
1 month | -38.68% |
3 months | -33.67% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.56 |
Underlying price on issue | 162.45 |
Premium | 0.09% |
Premium p.a. | 0.15% |
Leverage | 7.36 |
Implied volatility | 0.24 |
ISIN | CH1281050844 |
Symbol | SIE5BZ |
Security | 128105084 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 06.01.2025 |
Underlying | Siemens N, DE0007236101 |
Underlying ISIN | DE0007236101 |
Strike | 180.00 |
C/P type | call |
Subscription ratio | 20.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 20 |
Value day | 08.12.2023 |
Premium | 8.68% |
Premium p.a. | 15.23% |
Leverage | 13.14 |
Implied volatility | 23.53% |
Moneyness | out-of-the-money |
Leverage | 7.3636 |
Delta | 0.5604 |
Gamma | 0.0006 |
Theta | -0.0019 |
Rho | 0.0238 |
Vega | 0.0256 |
Fair value | 0.66 |
Intrinsic value | n.a. |
Break-even | 193.55 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
ABB Ltd | 51.52 |
Partners Group Ho... | 1'189.00 |
Holcim | 81.88 |
LOGITECH INT. | 90.94 |
Alcon AG | 82.10 |
Name | Price |
---|---|
Lonza Group | 485.10 |
SWISSCOM N | 492.60 |
SONOVA HLDG N | 285.60 |
Givaudan | 4'360.00 |
KUEHNE & NAGEL | 259.90 |