Last price paid | 0.52 | |
Change | -5.45% [ -0.03 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 28.05.2024 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 | +47.14% |
Year to date (YTD) | -5.45% |
1 month | +40.54% |
3 months | +20.93% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.35 |
Underlying price on issue | 50.60 |
Premium | 0.05% |
Premium p.a. | 0.08% |
Leverage | 7.05 |
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 | 4.86% |
Premium p.a. | 7.96% |
Leverage | 10.58 |
Implied volatility | 20.84% |
Moneyness | in-the-money |
Leverage | 7.0496 |
Delta | 0.6662 |
Gamma | 0.0041 |
Theta | -0.0009 |
Rho | 0.0190 |
Vega | 0.0155 |
Fair value | 0.27 |
Intrinsic value | n.a. |
Break-even | 57.15 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Lonza Group | 487.90 |
UBS | 28.03 |
Alcon AG | 80.08 |
Compagnie Financi... | 142.70 |
KUEHNE & NAGEL | 249.60 |