Last price paid | 0.015 | |
Change | -25.00% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 21.05.2024 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 | -92.31% |
Year to date (YTD) | -89.29% |
1 month | -25.00% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.13 |
Underlying price on issue | 31.68 |
Premium | 0.20% |
Premium p.a. | 2.90% |
Leverage | 16.01 |
Implied volatility | 0.52 |
ISIN | CH1281050885 |
Symbol | BAYVWZ |
Security | 128105088 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Bayer N, DE000BAY0017 |
Underlying ISIN | DE000BAY0017 |
Strike | 34.00 |
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 | 19.87% |
Premium p.a. | 290.09% |
Leverage | 139.44 |
Implied volatility | 51.92% |
Moneyness | out-of-the-money |
Leverage | 16.0098 |
Delta | 0.1148 |
Gamma | 0.0026 |
Theta | -0.0007 |
Rho | 0.0001 |
Vega | 0.0007 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 34.20 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Nestlé SA | 96.14 |
SWISSCOM N | 500.50 |
ABB Ltd | 49.62 |
KUEHNE & NAGEL | 256.00 |
GEBERIT N | 551.20 |
Name | Price |
---|---|
LOGITECH INT. | 87.50 |
Swiss Re | 113.35 |
Givaudan | 4'212.00 |
Alcon AG | 79.98 |
NOVARTIS N | 92.78 |