Last price paid | 0.46 | |
Change | -8.00% [ -0.04 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 14.06.2024 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 | +106.82% |
Year to date (YTD) | +70.37% |
1 month | +91.67% |
3 months | +6.98% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.22 |
Underlying price on issue | 395.25 |
Premium | 0.06% |
Premium p.a. | 0.20% |
Leverage | 6.81 |
Implied volatility | 0.33 |
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 | 5.63% |
Premium p.a. | 19.56% |
Leverage | 10.93 |
Implied volatility | 33.46% |
Moneyness | in-the-money |
Leverage | 6.8084 |
Delta | 0.6227 |
Gamma | 0.0000 |
Theta | -0.0017 |
Rho | 0.0076 |
Vega | 0.0101 |
Fair value | 0.28 |
Intrinsic value | n.a. |
Break-even | 525.50 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
UBS | 27.11 |
Compagnie Financi... | 144.65 |
ABB Ltd | 50.16 |
Alcon AG | 80.86 |
GEBERIT N | 545.00 |
Name | Price |
---|---|
NOVARTIS N | 94.41 |
ROCHE GS | 246.60 |
Nestlé SA | 95.12 |
Swiss Re | 108.80 |
SWISSCOM N | 496.00 |