Last price paid | 0.065 | |
Change | -7.14% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 29.05.2024 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 | -45.45% |
Year to date (YTD) | n.a. |
1 month | 0.00% |
3 months | -7.14% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.11 |
Underlying price on issue | 104.05 |
Premium | 0.24% |
Premium p.a. | 0.39% |
Leverage | 6.02 |
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 | 23.77% |
Premium p.a. | 39.44% |
Leverage | 16.64 |
Implied volatility | 36.44% |
Moneyness | out-of-the-money |
Leverage | 6.0152 |
Delta | 0.3614 |
Gamma | 0.0001 |
Theta | -0.0003 |
Rho | 0.0018 |
Vega | 0.0029 |
Fair value | 0.06 |
Intrinsic value | n.a. |
Break-even | 126.12 |
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 |