Last price paid | 1.04 | |
Change | +5.05% [ +0.05 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 31.05.2024 17:20 |
Fixing | 20.06.2025 |
Settlement date | 28.12.2023 |
Last trading | 20.06.2025 |
Final fixing | 20.06.2025 |
Currency redemption | CHF |
Perf. since issue | +65.87% |
Year to date (YTD) | +82.46% |
1 month | +46.48% |
3 months | +26.83% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.63 |
Underlying price on issue | 443.30 |
Premium | 0.04% |
Premium p.a. | 0.04% |
Leverage | 5.62 |
Implied volatility | 0.23 |
ISIN | CH1305127883 |
Symbol | ZURLFZ |
Security | 130512788 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.06.2025 |
Underlying | Zurich Insur Gr N, CH0011075394 |
Underlying ISIN | CH0011075394 |
Strike | 440.00 |
C/P type | call |
Subscription ratio | 50.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 50 |
Value day | 19.12.2023 |
Premium | 3.98% |
Premium p.a. | 3.70% |
Leverage | 9.06 |
Implied volatility | 22.94% |
Moneyness | in-the-money |
Leverage | 5.6192 |
Delta | 0.6202 |
Gamma | 0.0001 |
Theta | -0.0006 |
Rho | 0.0320 |
Vega | 0.0344 |
Fair value | 0.38 |
Intrinsic value | n.a. |
Break-even | 492.25 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Swiss Re | 114.70 |
NOVARTIS N | 93.17 |
KUEHNE & NAGEL | 255.50 |
SWISSCOM N | 498.20 |
Nestlé SA | 95.56 |
Name | Price |
---|---|
Sika AG | 272.90 |
GEBERIT N | 550.40 |
Holcim | 78.78 |
Lonza Group | 486.40 |
Partners Group Ho... | 1'206.00 |