Last price paid | 0.025 | |
Change | -37.50% [ -0.02 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | 50'000.00 Unit | |
Date/time | 28.05.2024 17:15 |
Fixing | 21.06.2024 |
Settlement date | 15.12.2023 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | -90.00% |
Year to date (YTD) | -94.90% |
1 month | -94.05% |
3 months | -95.61% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.25 |
Underlying price on issue | 120.70 |
Premium | 0.07% |
Premium p.a. | 0.86% |
Leverage | 26.28 |
Implied volatility | 0.25 |
ISIN | CH1281049200 |
Symbol | STMW8Z |
Security | 128104920 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Straumann Hldg N, CH1175448666 |
Underlying ISIN | CH1175448666 |
Strike | 124.00 |
C/P type | call |
Subscription ratio | 40.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 40 |
Value day | 08.12.2023 |
Premium | 6.56% |
Premium p.a. | 85.57% |
Leverage | 117.30 |
Implied volatility | 24.72% |
Moneyness | out-of-the-money |
Leverage | 26.2834 |
Delta | 0.2241 |
Gamma | 0.0009 |
Theta | -0.0011 |
Rho | 0.0005 |
Vega | 0.0024 |
Fair value | 0.03 |
Intrinsic value | n.a. |
Break-even | 125.00 |
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 |