Last price paid | 0.43 | |
Change | +16.22% [ +0.06 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 17.06.2024 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 | +340.91% |
Year to date (YTD) | +405.88% |
1 month | +186.67% |
3 months | -2.27% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.11 |
Underlying price on issue | 64.75 |
Premium | 0.00% |
Premium p.a. | 0.12% |
Leverage | 14.01 |
Implied volatility | 0.32 |
ISIN | CH1281050331 |
Symbol | CMBTWZ |
Security | 128105033 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Cembra Money Bank AG, CH0225173167 |
Underlying ISIN | CH0225173167 |
Strike | 72.00 |
C/P type | call |
Subscription ratio | 10.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 10 |
Value day | 08.12.2023 |
Premium | 0.33% |
Premium p.a. | 11.91% |
Leverage | 15.79 |
Implied volatility | 31.60% |
Moneyness | in-the-money |
Leverage | 14.0076 |
Delta | 0.8869 |
Gamma | 0.0048 |
Theta | -0.0040 |
Rho | 0.0017 |
Vega | 0.0024 |
Fair value | 0.03 |
Intrinsic value | n.a. |
Break-even | 76.85 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Lonza Group | 479.90 |
Swiss Life Hldg | 646.80 |
ABB Ltd | 50.82 |
Sika AG | 256.50 |
Holcim | 81.08 |
Name | Price |
---|---|
Compagnie Financi... | 140.95 |
Nestlé SA | 94.58 |
NOVARTIS N | 93.30 |
SONOVA HLDG N | 271.30 |
Alcon AG | 78.52 |