Last price paid | 0.015 | |
Change | -25.00% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 10.04.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 28.12.2023 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | -97.78% |
Year to date (YTD) | -95.83% |
1 month | n.a. |
3 months | -89.29% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.45 |
Underlying price on issue | 260.47 |
Premium | 0.53% |
Premium p.a. | 4.52% |
Leverage | 12.98 |
Implied volatility | 0.62 |
ISIN | CH1305127149 |
Symbol | BA0JJZ |
Security | 130512714 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Boeing Co Rg, US0970231058 |
Underlying ISIN | US0970231058 |
Strike | 280.00 |
C/P type | call |
Subscription ratio | 40.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 40 |
Value day | 19.12.2023 |
Premium | 53.29% |
Premium p.a. | 452.34% |
Leverage | 413.73 |
Implied volatility | 62.07% |
Moneyness | out-of-the-money |
Leverage | 12.9751 |
Delta | 0.0314 |
Gamma | 0.0001 |
Theta | -0.0007 |
Rho | 0.0001 |
Vega | 0.0010 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 280.44 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Swiss Re | 107.65 |
ZURICH INSURANCE | 469.10 |
ROCHE GS | 234.80 |
LOGITECH INT. | 81.60 |
Swiss Life Hldg | 662.60 |
Name | Price |
---|---|
Holcim | 78.44 |
ABB Ltd | 47.65 |
UBS | 27.42 |
Lonza Group | 527.40 |
NOVARTIS N | 92.62 |