Last price paid | 0.09 | |
Change | -5.26% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 31.05.2024 17:20 |
Fixing | 20.09.2024 |
Settlement date | 28.12.2023 |
Last trading | 20.09.2024 |
Final fixing | 20.09.2024 |
Currency redemption | CHF |
Perf. since issue | -59.52% |
Year to date (YTD) | -50.00% |
1 month | n.a. |
3 months | -18.18% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.21 |
Underlying price on issue | 275.70 |
Premium | 0.14% |
Premium p.a. | 0.42% |
Leverage | 13.55 |
Implied volatility | 0.25 |
ISIN | CH1305127560 |
Symbol | SOO40Z |
Security | 130512756 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.09.2024 |
Underlying | Sonova Hldg N, CH0012549785 |
Underlying ISIN | CH0012549785 |
Strike | 320.00 |
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 | 13.85% |
Premium p.a. | 42.49% |
Leverage | 67.01 |
Implied volatility | 24.59% |
Moneyness | out-of-the-money |
Leverage | 13.5483 |
Delta | 0.2022 |
Gamma | 0.0001 |
Theta | -0.0009 |
Rho | 0.0030 |
Vega | 0.0091 |
Fair value | 0.09 |
Intrinsic value | n.a. |
Break-even | 324.25 |
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 |