Last price paid | 1.89 | |
Change | -3.57% [ -0.07 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 31.05.2024 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 | +194.53% |
Year to date (YTD) | +166.20% |
1 month | +12.50% |
3 months | -4.06% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.64 |
Underlying price on issue | 648.45 |
Premium | 0.05% |
Premium p.a. | 0.08% |
Leverage | 3.66 |
Implied volatility | 0.37 |
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 | 4.77% |
Premium p.a. | 8.14% |
Leverage | 4.53 |
Implied volatility | 36.70% |
Moneyness | in-the-money |
Leverage | 3.6585 |
Delta | 0.8081 |
Gamma | 0.0000 |
Theta | -0.0019 |
Rho | 0.0294 |
Vega | 0.0176 |
Fair value | 0.41 |
Intrinsic value | n.a. |
Break-even | 912.35 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Swiss Re | 114.70 |
NOVARTIS N | 93.17 |
KUEHNE & NAGEL | 255.50 |
SWISSCOM N | 498.20 |
Nestlé SA | 95.56 |
Name | Price |
---|---|
Sika AG | 272.90 |
GEBERIT N | 550.40 |
Holcim | 78.78 |
Lonza Group | 486.40 |
Partners Group Ho... | 1'206.00 |