Last price paid | 0.035 | |
Change | +16.67% [ +0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 26.09.2024 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 | -75.00% |
Year to date (YTD) | -81.58% |
1 month | n.a. |
3 months | -86.54% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.16 |
Underlying price on issue | 395.10 |
Premium | 0.30% |
Premium p.a. | 1.10% |
Leverage | 11.74 |
Implied volatility | 0.36 |
ISIN | CH1281049010 |
Symbol | VAC1IZ |
Security | 128104901 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 06.01.2025 |
Underlying | VAT Group N, CH0311864901 |
Underlying ISIN | CH0311864901 |
Strike | 560.00 |
C/P type | call |
Subscription ratio | 100.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 100 |
Value day | 08.12.2023 |
Premium | 30.37% |
Premium p.a. | 109.77% |
Leverage | 108.15 |
Implied volatility | 36.40% |
Moneyness | out-of-the-money |
Leverage | 11.7379 |
Delta | 0.1085 |
Gamma | 0.0000 |
Theta | -0.0008 |
Rho | 0.0012 |
Vega | 0.0042 |
Fair value | 0.04 |
Intrinsic value | n.a. |
Break-even | 564.00 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Compagnie Financi... | 134.00 |
Alcon AG | 84.68 |
SONOVA HLDG N | 303.00 |
ROCHE GS | 272.90 |
Nestlé SA | 85.52 |
Name | Price |
---|---|
Holcim | 83.42 |
ABB Ltd | 49.47 |
ZURICH INSURANCE | 513.80 |
Lonza Group | 539.60 |
SWISSCOM N | 553.50 |