Last price paid | 0.085 | |
Change | -15.00% [ -0.02 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 07.06.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 12.01.2024 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | 0.00% |
Year to date (YTD) | n.a. |
1 month | -57.50% |
3 months | +41.67% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.08 |
Underlying price on issue | 18.93 |
Premium | 0.03% |
Premium p.a. | 0.48% |
Leverage | 8.06 |
Implied volatility | 0.55 |
ISIN | CH1305129426 |
Symbol | ZALFHZ |
Security | 130512942 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Zalando I, DE000ZAL1111 |
Underlying ISIN | DE000ZAL1111 |
Strike | 22.00 |
C/P type | call |
Subscription ratio | 25.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 25 |
Value day | 05.01.2024 |
Premium | 2.76% |
Premium p.a. | 47.94% |
Leverage | 11.34 |
Implied volatility | 54.90% |
Moneyness | in-the-money |
Leverage | 8.0623 |
Delta | 0.7112 |
Gamma | 0.0046 |
Theta | -0.0010 |
Rho | 0.0003 |
Vega | 0.0007 |
Fair value | 0.03 |
Intrinsic value | n.a. |
Break-even | 24.07 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
ROCHE GS | 242.60 |
Compagnie Financi... | 150.10 |
Swiss Re | 113.65 |
Holcim | 79.98 |
Alcon AG | 82.16 |
Name | Price |
---|---|
Partners Group Ho... | 1'165.00 |
Lonza Group | 500.20 |
Sika AG | 270.90 |
GEBERIT N | 550.80 |
SWISSCOM N | 503.50 |