Last price paid | 0.16 | |
Change | -23.81% [ -0.05 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 10.06.2024 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 | -26.19% |
Year to date (YTD) | -61.90% |
1 month | -56.76% |
3 months | -44.83% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.21 |
Underlying price on issue | 50.60 |
Premium | 0.01% |
Premium p.a. | 0.18% |
Leverage | 24.13 |
Implied volatility | 0.19 |
ISIN | CH1281049184 |
Symbol | VON88Z |
Security | 128104918 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
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 | 0.85% |
Premium p.a. | 18.20% |
Leverage | 34.26 |
Implied volatility | 19.17% |
Moneyness | in-the-money |
Leverage | 24.1336 |
Delta | 0.7045 |
Gamma | 0.0156 |
Theta | -0.0024 |
Rho | 0.0017 |
Vega | 0.0039 |
Fair value | 0.04 |
Intrinsic value | n.a. |
Break-even | 53.55 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
ROCHE GS | 241.60 |
SONOVA HLDG N | 288.10 |
Partners Group Ho... | 1'163.50 |
Givaudan | 4'356.00 |
NOVARTIS N | 94.08 |
Name | Price |
---|---|
KUEHNE & NAGEL | 259.60 |
LOGITECH INT. | 89.48 |
ZURICH INSURANCE | 470.40 |
Lonza Group | 495.10 |
Nestlé SA | 94.60 |