Last price paid | 0.06 | |
Change | +9.09% [ 0.00 ] | |
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 | -81.67% |
Year to date (YTD) | -76.92% |
1 month | -50.00% |
3 months | -79.31% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.30 |
Underlying price on issue | 100.14 |
Premium | 0.27% |
Premium p.a. | 0.51% |
Leverage | 11.32 |
Implied volatility | 0.25 |
ISIN | CH1281050927 |
Symbol | BMWKQZ |
Security | 128105092 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 06.01.2025 |
Underlying | BMW I, DE0005190003 |
Underlying ISIN | DE0005190003 |
Strike | 110.00 |
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 | 27.09% |
Premium p.a. | 50.96% |
Leverage | 76.04 |
Implied volatility | 25.41% |
Moneyness | out-of-the-money |
Leverage | 11.3196 |
Delta | 0.1489 |
Gamma | 0.0007 |
Theta | -0.0005 |
Rho | 0.0030 |
Vega | 0.0071 |
Fair value | 0.06 |
Intrinsic value | n.a. |
Break-even | 111.15 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
KUEHNE & NAGEL | 260.00 |
Sika AG | 258.60 |
Lonza Group | 484.80 |
NOVARTIS N | 96.00 |
Givaudan | 4'350.00 |
Name | Price |
---|---|
Compagnie Financi... | 141.85 |
ROCHE GS | 249.80 |
Partners Group Ho... | 1'137.00 |
Swiss Re | 111.10 |
UBS | 26.20 |