Last price paid | n.a. | |
Change | -6.94% [ -0.05 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | n.a. n.a. |
Fixing | 17.05.2024 |
Settlement date | 20.12.2023 |
Last trading | 17.05.2024 |
Final fixing | 17.05.2024 |
Currency redemption | CHF |
Perf. since issue | +312.50% |
Year to date (YTD) | +509.09% |
1 month | +103.03% |
3 months | +252.63% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.16 |
Underlying price on issue | 4'546.42 |
Premium | 0.00% |
Premium p.a. | 0.05% |
Leverage | 33.71 |
Implied volatility | 0.13 |
ISIN | CH1281052287 |
Symbol | SX5TRZ |
Security | 128105228 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.05.2024 |
Underlying | EURO STOXX 50 Price EUR, EU0009658145 |
Underlying ISIN | EU0009658145 |
Strike | 4'925.00 |
C/P type | call |
Subscription ratio | 200.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | European |
Delivery of securities | Automatic |
Minimum execution | 200 |
Value day | 13.12.2023 |
Premium | 0.13% |
Premium p.a. | 4.70% |
Leverage | 37.74 |
Implied volatility | 12.58% |
Moneyness | in-the-money |
Leverage | 33.7125 |
Delta | 0.8933 |
Gamma | 0.0000 |
Theta | -0.0088 |
Rho | 0.0061 |
Vega | 0.0075 |
Fair value | 0.03 |
Intrinsic value | n.a. |
Break-even | 5'058.87 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
SWISSCOM N | 491.80 |
KUEHNE & NAGEL | 251.20 |
Compagnie Financi... | 143.80 |
UBS | 28.31 |
ABB Ltd | 49.60 |
Name | Price |
---|---|
Lonza Group | 495.20 |
Sika AG | 276.10 |
Partners Group Ho... | 1'206.50 |
Alcon AG | 80.86 |
GEBERIT N | 560.60 |