Last price paid | 2.49 | |
Change | +1.22% [ +0.03 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 25.06.2024 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 | +296.09% |
Year to date (YTD) | +250.70% |
1 month | +24.50% |
3 months | +5.96% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.64 |
Underlying price on issue | 648.45 |
Premium | 0.03% |
Premium p.a. | 0.06% |
Leverage | 3.16 |
Implied volatility | 0.41 |
ISIN | CH1281050802 |
Symbol | ASM8ZZ |
Security | 128105080 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 31.12.2024 |
Underlying | ASML Hldg Rg, NL0010273215 |
Underlying ISIN | NL0010273215 |
Strike | 720.00 |
C/P type | call |
Subscription ratio | 100.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 100 |
Value day | 08.12.2023 |
Premium | 3.11% |
Premium p.a. | 6.03% |
Leverage | 3.61 |
Implied volatility | 41.23% |
Moneyness | in-the-money |
Leverage | 3.1492 |
Delta | 0.8721 |
Gamma | 0.0000 |
Theta | -0.0019 |
Rho | 0.0281 |
Vega | 0.0135 |
Fair value | 0.28 |
Intrinsic value | n.a. |
Break-even | 984.37 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Sika AG | 260.20 |
KUEHNE & NAGEL | 260.80 |
SONOVA HLDG N | 273.60 |
Lonza Group | 486.70 |
NOVARTIS N | 95.93 |
Name | Price |
---|---|
ROCHE GS | 249.70 |
Swiss Re | 110.95 |
Compagnie Financi... | 142.45 |
ZURICH INSURANCE | 479.20 |
Nestlé SA | 92.90 |