Last price paid | 0.45 | |
Change | +9.76% [ +0.04 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 17.09.2024 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 | +27.14% |
Year to date (YTD) | +50.00% |
1 month | +21.62% |
3 months | -11.76% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.35 |
Underlying price on issue | 149.89 |
Premium | 0.05% |
Premium p.a. | 0.14% |
Leverage | 5.26 |
Implied volatility | 0.34 |
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 | 5.09% |
Premium p.a. | 14.19% |
Leverage | 7.08 |
Implied volatility | 33.96% |
Moneyness | in-the-money |
Leverage | 5.2631 |
Delta | 0.7435 |
Gamma | 0.0002 |
Theta | -0.0010 |
Rho | 0.0068 |
Vega | 0.0061 |
Fair value | 0.16 |
Intrinsic value | n.a. |
Break-even | 196.40 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
ROCHE GS | 266.60 |
SWISSCOM N | 549.50 |
LOGITECH INT. | 73.34 |
NOVARTIS N | 97.66 |
Swiss Re | 115.40 |
Name | Price |
---|---|
Lonza Group | 522.00 |
KUEHNE & NAGEL | 240.20 |
SONOVA HLDG N | 297.00 |
Sika AG | 267.70 |
Alcon AG | 81.72 |