Last price paid | 0.37 | |
Change | +37.04% [ +0.10 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 12.06.2024 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 | +240.91% |
Year to date (YTD) | +335.29% |
1 month | +117.65% |
3 months | -22.92% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.11 |
Underlying price on issue | 64.75 |
Premium | 0.00% |
Premium p.a. | 0.09% |
Leverage | 17.52 |
Implied volatility | 0.22 |
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. | 8.63% |
Leverage | 20.13 |
Implied volatility | 21.95% |
Moneyness | in-the-money |
Leverage | 17.5230 |
Delta | 0.8703 |
Gamma | 0.0064 |
Theta | -0.0027 |
Rho | 0.0024 |
Vega | 0.0031 |
Fair value | 0.03 |
Intrinsic value | n.a. |
Break-even | 75.75 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
NOVARTIS N | 95.01 |
ROCHE GS | 247.60 |
Nestlé SA | 95.28 |
SWISSCOM N | 496.00 |
Lonza Group | 480.30 |
Name | Price |
---|---|
LOGITECH INT. | 88.38 |
Sika AG | 255.90 |
Partners Group Ho... | 1'154.50 |
Holcim | 80.04 |
ABB Ltd | 49.89 |