Last price paid | 0.76 | |
Change | -1.30% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 22.07.2024 17:20 |
Fixing | 20.09.2024 |
Settlement date | 15.12.2023 |
Last trading | 20.09.2024 |
Final fixing | 20.09.2024 |
Currency redemption | CHF |
Perf. since issue | +27.97% |
Year to date (YTD) | +126.47% |
1 month | +16.67% |
3 months | +32.76% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.59 |
Underlying price on issue | 183.80 |
Premium | 0.03% |
Premium p.a. | 0.14% |
Leverage | 9.18 |
Implied volatility | 0.27 |
ISIN | CH1281050109 |
Symbol | FHZ7SZ |
Security | 128105010 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.09.2024 |
Underlying | Flughafen Zuerich N, CH0319416936 |
Underlying ISIN | CH0319416936 |
Strike | 188.70 |
C/P type | call |
Subscription ratio | 19.86 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 19.86255 |
Value day | 08.12.2023 |
Premium | 2.65% |
Premium p.a. | 14.45% |
Leverage | 13.23 |
Implied volatility | 27.34% |
Moneyness | in-the-money |
Leverage | 9.1780 |
Delta | 0.6936 |
Gamma | 0.0007 |
Theta | -0.0033 |
Rho | 0.0113 |
Vega | 0.0150 |
Fair value | 0.26 |
Intrinsic value | n.a. |
Break-even | 205.10 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
KUEHNE & NAGEL | 265.70 |
NOVARTIS N | 96.31 |
LOGITECH INT. | 80.64 |
Givaudan | 4'304.00 |
GEBERIT N | 565.00 |
Name | Price |
---|---|
Swiss Re | 106.05 |
ZURICH INSURANCE | 474.40 |
Alcon AG | 80.34 |
SWISSCOM N | 534.50 |
ROCHE GS | 279.90 |