Last price paid | 0.045 | |
Change | -10.00% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 19.07.2024 17:20 |
Fixing | 20.12.2024 |
Settlement date | 12.01.2024 |
Last trading | 20.12.2024 |
Final fixing | 20.12.2024 |
Currency redemption | CHF |
Perf. since issue | -63.64% |
Year to date (YTD) | n.a. |
1 month | 0.00% |
3 months | -50.00% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.11 |
Underlying price on issue | 104.05 |
Premium | 0.23% |
Premium p.a. | 0.50% |
Leverage | 7.36 |
Implied volatility | 0.36 |
ISIN | CH1305129418 |
Symbol | WCHPEZ |
Security | 130512941 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 06.01.2025 |
Underlying | Wacker Chemie I, DE000WCH8881 |
Underlying ISIN | DE000WCH8881 |
Strike | 120.00 |
C/P type | call |
Subscription ratio | 100.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 100 |
Value day | 05.01.2024 |
Premium | 22.53% |
Premium p.a. | 49.84% |
Leverage | 24.22 |
Implied volatility | 35.80% |
Moneyness | out-of-the-money |
Leverage | 7.3578 |
Delta | 0.3038 |
Gamma | 0.0001 |
Theta | -0.0003 |
Rho | 0.0011 |
Vega | 0.0023 |
Fair value | 0.04 |
Intrinsic value | n.a. |
Break-even | 124.18 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Lonza Group | 559.80 |
ROCHE GS | 277.50 |
Alcon AG | 81.98 |
NOVARTIS N | 96.93 |
SWISSCOM N | 534.50 |
Name | Price |
---|---|
Nestlé SA | 88.82 |
Partners Group Ho... | 1'175.50 |
ABB Ltd | 47.24 |
LOGITECH INT. | 77.70 |
Compagnie Financi... | 131.20 |