Last price paid | 0.05 | |
Change | +11.11% [ +0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 20.06.2024 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 | -50.00% |
Year to date (YTD) | n.a. |
1 month | -28.57% |
3 months | -50.00% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.11 |
Underlying price on issue | 104.05 |
Premium | 0.22% |
Premium p.a. | 0.41% |
Leverage | 6.39 |
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 | 22.02% |
Premium p.a. | 41.42% |
Leverage | 17.96 |
Implied volatility | 36.39% |
Moneyness | out-of-the-money |
Leverage | 6.3940 |
Delta | 0.3560 |
Gamma | 0.0001 |
Theta | -0.0003 |
Rho | 0.0016 |
Vega | 0.0027 |
Fair value | 0.06 |
Intrinsic value | n.a. |
Break-even | 125.74 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
SONOVA HLDG N | 274.80 |
Sika AG | 260.00 |
KUEHNE & NAGEL | 260.40 |
Lonza Group | 486.30 |
GEBERIT N | 541.00 |
Name | Price |
---|---|
Compagnie Financi... | 142.15 |
ROCHE GS | 249.60 |
Nestlé SA | 92.90 |
ZURICH INSURANCE | 480.20 |
Swiss Re | 111.50 |