Last price paid | 0.12 | |
Change | +9.09% [ +0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 31.05.2024 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 | +4.17% |
Year to date (YTD) | -20.00% |
1 month | -29.41% |
3 months | +33.33% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.12 |
Underlying price on issue | 45.15 |
Premium | 0.13% |
Premium p.a. | 0.22% |
Leverage | 8.15 |
Implied volatility | 0.24 |
ISIN | CH1281050877 |
Symbol | BASYMZ |
Security | 128105087 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 06.01.2025 |
Underlying | BASF N, DE000BASF111 |
Underlying ISIN | DE000BASF111 |
Strike | 52.00 |
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 | 12.78% |
Premium p.a. | 21.50% |
Leverage | 18.94 |
Implied volatility | 23.99% |
Moneyness | out-of-the-money |
Leverage | 8.1470 |
Delta | 0.4301 |
Gamma | 0.0022 |
Theta | -0.0005 |
Rho | 0.0053 |
Vega | 0.0072 |
Fair value | 0.13 |
Intrinsic value | n.a. |
Break-even | 54.55 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Givaudan | 4'160.00 |
LOGITECH INT. | 88.74 |
Swiss Re | 114.10 |
Alcon AG | 80.14 |
NOVARTIS N | 92.97 |