Last price paid | 3.11 | |
Change | -1.58% [ -0.05 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 07.06.2024 17:20 |
Fixing | 20.06.2025 |
Settlement date | 18.12.2023 |
Last trading | 20.06.2025 |
Final fixing | 20.06.2025 |
Currency redemption | CHF |
Perf. since issue | +87.05% |
Year to date (YTD) | +132.09% |
1 month | +6.51% |
3 months | +16.04% |
1 year | n.a. |
3 years | n.a. |
Issue price | 1.66 |
Underlying price on issue | 4'529.45 |
Premium | 0.04% |
Premium p.a. | 0.04% |
Leverage | 5.54 |
Implied volatility | 0.19 |
ISIN | CH1281051404 |
Symbol | SX5T4Z |
Security | 128105140 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.06.2025 |
Underlying | EURO STOXX 50 Price EUR, EU0009658145 |
Underlying ISIN | EU0009658145 |
Strike | 4'600.00 |
C/P type | call |
Subscription ratio | 200.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | European |
Delivery of securities | Automatic |
Minimum execution | 200 |
Value day | 11.12.2023 |
Premium | 3.71% |
Premium p.a. | 3.51% |
Leverage | 7.88 |
Implied volatility | 19.25% |
Moneyness | in-the-money |
Leverage | 5.5353 |
Delta | 0.7022 |
Gamma | 0.0000 |
Theta | -0.0047 |
Rho | 0.1632 |
Vega | 0.0815 |
Fair value | 0.91 |
Intrinsic value | n.a. |
Break-even | 5'241.06 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
ROCHE GS | 242.60 |
Compagnie Financi... | 150.10 |
Swiss Re | 113.65 |
Holcim | 79.98 |
Alcon AG | 82.16 |
Name | Price |
---|---|
Partners Group Ho... | 1'165.00 |
Lonza Group | 500.20 |
Sika AG | 270.90 |
GEBERIT N | 550.80 |
SWISSCOM N | 503.50 |