Last price paid | 0.45 | |
Change | -4.26% [ -0.02 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 24.06.2024 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 | +115.91% |
Year to date (YTD) | +66.67% |
1 month | +2.27% |
3 months | +4.65% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.22 |
Underlying price on issue | 395.25 |
Premium | 0.04% |
Premium p.a. | 0.15% |
Leverage | 7.33 |
Implied volatility | 0.30 |
ISIN | CH1281048954 |
Symbol | VAC7TZ |
Security | 128104895 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.09.2024 |
Underlying | VAT Group N, CH0311864901 |
Underlying ISIN | CH0311864901 |
Strike | 480.00 |
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 | 3.72% |
Premium p.a. | 14.58% |
Leverage | 10.71 |
Implied volatility | 30.14% |
Moneyness | in-the-money |
Leverage | 7.3282 |
Delta | 0.6844 |
Gamma | 0.0000 |
Theta | -0.0016 |
Rho | 0.0077 |
Vega | 0.0091 |
Fair value | 0.19 |
Intrinsic value | n.a. |
Break-even | 527.50 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
SONOVA HLDG N | 276.50 |
Sika AG | 261.40 |
KUEHNE & NAGEL | 261.90 |
LOGITECH INT. | 88.18 |
Lonza Group | 490.60 |
Name | Price |
---|---|
ZURICH INSURANCE | 482.50 |
Compagnie Financi... | 143.65 |
SWISSCOM N | 505.50 |
Swiss Re | 112.55 |
UBS | 26.58 |