Last price paid | 0.025 | |
Change | -28.57% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 26.04.2024 17:20 |
Fixing | 17.01.2025 |
Settlement date | 09.01.2024 |
Last trading | 17.01.2025 |
Final fixing | 17.01.2025 |
Currency redemption | CHF |
Perf. since issue | -93.55% |
Year to date (YTD) | n.a. |
1 month | -77.27% |
3 months | -79.17% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.31 |
Underlying price on issue | 50.47 |
Premium | 1.30% |
Premium p.a. | 2.05% |
Leverage | 6.55 |
Implied volatility | 0.54 |
ISIN | CH1305128741 |
Symbol | INTEWZ |
Security | 130512874 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.01.2025 |
Underlying | Intel Rg, US4581401001 |
Underlying ISIN | US4581401001 |
Strike | 70.00 |
C/P type | call |
Subscription ratio | 10.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 10 |
Value day | 29.12.2023 |
Premium | 129.67% |
Premium p.a. | 204.90% |
Leverage | 137.10 |
Implied volatility | 53.66% |
Moneyness | out-of-the-money |
Leverage | 6.5480 |
Delta | 0.0478 |
Gamma | 0.0008 |
Theta | -0.0003 |
Rho | 0.0007 |
Vega | 0.0022 |
Fair value | 0.02 |
Intrinsic value | n.a. |
Break-even | 70.22 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Givaudan | 4'362.00 |
Holcim | 80.46 |
GEBERIT N | 551.80 |
Lonza Group | 501.00 |
ABB Ltd | 50.36 |
Name | Price |
---|---|
Nestlé SA | 95.60 |
UBS | 28.03 |
Swiss Re | 112.25 |
ROCHE GS | 239.70 |
Compagnie Financi... | 148.55 |