Last price paid | 0.01 | |
Change | -50.00% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 24.04.2024 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 | -92.14% |
Year to date (YTD) | -90.00% |
1 month | n.a. |
3 months | -77.78% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.07 |
Underlying price on issue | 18.39 |
Premium | 1.37% |
Premium p.a. | 2.43% |
Leverage | 4.16 |
Implied volatility | 0.80 |
ISIN | CH1281050745 |
Symbol | EVTCUZ |
Security | 128105074 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 06.01.2025 |
Underlying | Evotec I, DE0005664809 |
Underlying ISIN | DE0005664809 |
Strike | 20.00 |
C/P type | call |
Subscription ratio | 50.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 50 |
Value day | 08.12.2023 |
Premium | 137.01% |
Premium p.a. | 242.76% |
Leverage | 29.72 |
Implied volatility | 79.86% |
Moneyness | out-of-the-money |
Leverage | 4.1583 |
Delta | 0.1399 |
Gamma | 0.0009 |
Theta | -0.0001 |
Rho | 0.0001 |
Vega | 0.0003 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 20.29 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
NOVARTIS N | 94.76 |
Nestlé SA | 95.54 |
ROCHE GS | 246.80 |
SWISSCOM N | 495.60 |
Lonza Group | 480.80 |
Name | Price |
---|---|
LOGITECH INT. | 88.06 |
Sika AG | 258.00 |
Compagnie Financi... | 143.30 |
UBS | 26.71 |
SONOVA HLDG N | 276.00 |