Last price paid | 0.12 | |
Change | -33.33% [ -0.06 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 14.06.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 16.01.2024 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | +64.29% |
Year to date (YTD) | n.a. |
1 month | -70.73% |
3 months | +33.33% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.07 |
Underlying price on issue | 121.80 |
Premium | 0.01% |
Premium p.a. | 0.23% |
Leverage | 20.45 |
Implied volatility | 0.24 |
ISIN | CH1305129822 |
Symbol | SX7I6Z |
Security | 130512982 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | EURO STOXX Banks Price, EU0009658426 |
Underlying ISIN | EU0009658426 |
Strike | 130.00 |
C/P type | call |
Subscription ratio | 40.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | European |
Delivery of securities | Automatic |
Minimum execution | 40 |
Value day | 09.01.2024 |
Premium | 0.90% |
Premium p.a. | 23.35% |
Leverage | 27.68 |
Implied volatility | 23.99% |
Moneyness | in-the-money |
Leverage | 20.4466 |
Delta | 0.7386 |
Gamma | 0.0031 |
Theta | -0.0020 |
Rho | 0.0009 |
Vega | 0.0020 |
Fair value | 0.03 |
Intrinsic value | n.a. |
Break-even | 134.83 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
NOVARTIS N | 95.01 |
ROCHE GS | 247.60 |
Nestlé SA | 95.28 |
SWISSCOM N | 496.00 |
Lonza Group | 480.30 |
Name | Price |
---|---|
LOGITECH INT. | 88.38 |
Sika AG | 255.90 |
Partners Group Ho... | 1'154.50 |
Holcim | 80.04 |
ABB Ltd | 49.89 |