Last price paid | 0.04 | |
Change | -11.11% [ 0.00 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 21.05.2024 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 | -77.78% |
Year to date (YTD) | -73.33% |
1 month | n.a. |
3 months | +33.33% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.18 |
Underlying price on issue | 40.64 |
Premium | 0.29% |
Premium p.a. | 0.48% |
Leverage | 8.73 |
Implied volatility | 0.29 |
ISIN | CH1281050695 |
Symbol | RWEIVZ |
Security | 128105069 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 06.01.2025 |
Underlying | RWE I, DE0007037129 |
Underlying ISIN | DE0007037129 |
Strike | 44.00 |
C/P type | call |
Subscription ratio | 20.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 20 |
Value day | 08.12.2023 |
Premium | 29.13% |
Premium p.a. | 47.89% |
Leverage | 42.95 |
Implied volatility | 29.09% |
Moneyness | out-of-the-money |
Leverage | 8.7256 |
Delta | 0.2032 |
Gamma | 0.0018 |
Theta | -0.0003 |
Rho | 0.0019 |
Vega | 0.0038 |
Fair value | 0.04 |
Intrinsic value | n.a. |
Break-even | 44.81 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Swiss Re | 113.20 |
Givaudan | 4'238.00 |
ABB Ltd | 49.74 |
ZURICH INSURANCE | 470.00 |
ROCHE GS | 229.00 |
Name | Price |
---|---|
Lonza Group | 485.50 |
UBS | 28.02 |
Partners Group Ho... | 1'195.00 |
Holcim | 79.26 |
Alcon AG | 80.34 |