Last price paid | 0.69 | |
Change | +1.47% [ +0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 28.06.2024 17:20 |
Fixing | 17.01.2025 |
Settlement date | 27.12.2023 |
Last trading | 17.01.2025 |
Final fixing | 17.01.2025 |
Currency redemption | CHF |
Perf. since issue | +98.57% |
Year to date (YTD) | +130.00% |
1 month | +32.69% |
3 months | +23.21% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.35 |
Underlying price on issue | 149.89 |
Premium | 0.07% |
Premium p.a. | 0.11% |
Leverage | 3.95 |
Implied volatility | 0.35 |
ISIN | CH1305126430 |
Symbol | AMZE0Z |
Security | 130512643 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.01.2025 |
Underlying | Amazon.Com Rg, US0231351067 |
Underlying ISIN | US0231351067 |
Strike | 170.00 |
C/P type | call |
Subscription ratio | 50.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 50 |
Value day | 18.12.2023 |
Premium | 6.66% |
Premium p.a. | 11.41% |
Leverage | 5.06 |
Implied volatility | 35.38% |
Moneyness | in-the-money |
Leverage | 3.9487 |
Delta | 0.7805 |
Gamma | 0.0001 |
Theta | -0.0010 |
Rho | 0.0120 |
Vega | 0.0079 |
Fair value | 0.23 |
Intrinsic value | n.a. |
Break-even | 208.67 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Partners Group Ho... | 1'154.00 |
SWISSCOM N | 505.50 |
NOVARTIS N | 96.17 |
Lonza Group | 490.40 |
SONOVA HLDG N | 277.60 |
Name | Price |
---|---|
Givaudan | 4'260.00 |
Compagnie Financi... | 140.25 |
GEBERIT N | 530.80 |
Sika AG | 257.20 |
Nestlé SA | 91.72 |