Last price paid | 1.05 | |
Change | +2.94% [ +0.03 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 27.05.2024 17:20 |
Fixing | 20.09.2024 |
Settlement date | 19.12.2023 |
Last trading | 20.09.2024 |
Final fixing | 20.09.2024 |
Currency redemption | CHF |
Perf. since issue | +321.15% |
Year to date (YTD) | +288.89% |
1 month | +56.72% |
3 months | +150.00% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.26 |
Underlying price on issue | 3'430.00 |
Premium | 0.02% |
Premium p.a. | 0.05% |
Leverage | 6.54 |
Implied volatility | 0.23 |
ISIN | CH1281051883 |
Symbol | GIV8HZ |
Security | 128105188 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.09.2024 |
Underlying | Givaudan N, CH0010645932 |
Underlying ISIN | CH0010645932 |
Strike | 3'800.00 |
C/P type | call |
Subscription ratio | 500.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 500 |
Value day | 12.12.2023 |
Premium | 1.67% |
Premium p.a. | 5.00% |
Leverage | 7.81 |
Implied volatility | 23.20% |
Moneyness | in-the-money |
Leverage | 6.5397 |
Delta | 0.8373 |
Gamma | 0.0000 |
Theta | -0.0014 |
Rho | 0.0203 |
Vega | 0.0121 |
Fair value | 0.14 |
Intrinsic value | n.a. |
Break-even | 4'347.50 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Compagnie Financi... | 144.90 |
ROCHE GS | 230.70 |
Givaudan | 4'264.00 |
UBS | 28.51 |
Swiss Life Hldg | 636.40 |
Name | Price |
---|---|
Lonza Group | 509.40 |
ZURICH INSURANCE | 469.90 |
Sika AG | 283.40 |
NOVARTIS N | 91.60 |
KUEHNE & NAGEL | 249.80 |