Last price paid | 0.25 | |
Change | -3.85% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 24.05.2024 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 | +53.13% |
Year to date (YTD) | +31.58% |
1 month | +31.58% |
3 months | +25.00% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.16 |
Underlying price on issue | 395.10 |
Premium | 0.18% |
Premium p.a. | 0.29% |
Leverage | 7.15 |
Implied volatility | 0.30 |
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 | 18.25% |
Premium p.a. | 29.34% |
Leverage | 20.18 |
Implied volatility | 29.67% |
Moneyness | out-of-the-money |
Leverage | 7.1492 |
Delta | 0.3544 |
Gamma | 0.0000 |
Theta | -0.0010 |
Rho | 0.0094 |
Vega | 0.0145 |
Fair value | 0.25 |
Intrinsic value | n.a. |
Break-even | 584.50 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Partners Group Ho... | 1'233.50 |
Holcim | 80.24 |
Swiss Life Hldg | 630.80 |
KUEHNE & NAGEL | 245.80 |
UBS | 28.16 |
Name | Price |
---|---|
NOVARTIS N | 91.74 |
SONOVA HLDG N | 294.20 |
Nestlé SA | 92.42 |
Alcon AG | 82.02 |
ROCHE GS | 230.40 |