Last price paid | 1.51 | |
Change | +2.72% [ +0.04 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 30.05.2024 17:20 |
Fixing | 16.08.2024 |
Settlement date | 16.01.2024 |
Last trading | 16.08.2024 |
Final fixing | 16.08.2024 |
Currency redemption | CHF |
Perf. since issue | +276.83% |
Year to date (YTD) | n.a. |
1 month | +17.05% |
3 months | +26.89% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.41 |
Underlying price on issue | 4'466.67 |
Premium | 0.02% |
Premium p.a. | 0.07% |
Leverage | 11.65 |
Implied volatility | 0.18 |
ISIN | CH1305129798 |
Symbol | SX5Q1Z |
Security | 130512979 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 23.08.2024 |
Underlying | EURO STOXX 50 Price EUR, EU0009658145 |
Underlying ISIN | EU0009658145 |
Strike | 4'750.00 |
C/P type | call |
Subscription ratio | 200.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | European |
Delivery of securities | Automatic |
Minimum execution | 200 |
Value day | 09.01.2024 |
Premium | 1.56% |
Premium p.a. | 6.79% |
Leverage | 15.85 |
Implied volatility | 17.66% |
Moneyness | in-the-money |
Leverage | 11.6500 |
Delta | 0.7349 |
Gamma | 0.0000 |
Theta | -0.0071 |
Rho | 0.0398 |
Vega | 0.0379 |
Fair value | 0.38 |
Intrinsic value | n.a. |
Break-even | 5'064.57 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Swiss Re | 114.50 |
KUEHNE & NAGEL | 255.60 |
NOVARTIS N | 92.57 |
Nestlé SA | 95.48 |
SWISSCOM N | 496.00 |
Name | Price |
---|---|
Lonza Group | 486.10 |
LOGITECH INT. | 88.68 |
GEBERIT N | 553.80 |
SONOVA HLDG N | 284.10 |
Sika AG | 275.70 |