Last price paid | 0.41 | |
Change | -10.87% [ -0.05 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 10.06.2024 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 | +15.71% |
Year to date (YTD) | -25.45% |
1 month | -29.31% |
3 months | -2.38% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.35 |
Underlying price on issue | 50.60 |
Premium | 0.06% |
Premium p.a. | 0.10% |
Leverage | 7.87 |
Implied volatility | 0.21 |
ISIN | CH1281050463 |
Symbol | VONVHZ |
Security | 128105046 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 06.01.2025 |
Underlying | Vontobel Holding N, CH0012335540 |
Underlying ISIN | CH0012335540 |
Strike | 52.00 |
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 | 5.75% |
Premium p.a. | 10.00% |
Leverage | 13.09 |
Implied volatility | 20.64% |
Moneyness | in-the-money |
Leverage | 7.8745 |
Delta | 0.6017 |
Gamma | 0.0046 |
Theta | -0.0009 |
Rho | 0.0160 |
Vega | 0.0155 |
Fair value | 0.31 |
Intrinsic value | n.a. |
Break-even | 56.05 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Givaudan | 4'362.00 |
Holcim | 80.46 |
GEBERIT N | 551.80 |
Lonza Group | 501.00 |
ABB Ltd | 50.36 |
Name | Price |
---|---|
Nestlé SA | 95.60 |
UBS | 28.03 |
Swiss Re | 112.25 |
ROCHE GS | 239.70 |
Compagnie Financi... | 148.55 |