Last price paid | 0.63 | |
Change | -1.56% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 22.05.2024 17:20 |
Fixing | 20.12.2024 |
Settlement date | 16.01.2024 |
Last trading | 20.12.2024 |
Final fixing | 20.12.2024 |
Currency redemption | CHF |
Perf. since issue | +212.50% |
Year to date (YTD) | n.a. |
1 month | +34.04% |
3 months | +293.75% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.20 |
Underlying price on issue | 121.80 |
Premium | 0.02% |
Premium p.a. | 0.04% |
Leverage | 5.40 |
Implied volatility | 0.17 |
ISIN | CH1305129830 |
Symbol | SX75IZ |
Security | 130512983 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 06.01.2025 |
Underlying | EURO STOXX Banks Price, EU0009658426 |
Underlying ISIN | EU0009658426 |
Strike | 125.00 |
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 | 2.45% |
Premium p.a. | 3.95% |
Leverage | 5.82 |
Implied volatility | 16.65% |
Moneyness | in-the-money |
Leverage | 5.3995 |
Delta | 0.9280 |
Gamma | 0.0012 |
Theta | -0.0004 |
Rho | 0.0201 |
Vega | 0.0039 |
Fair value | 0.09 |
Intrinsic value | n.a. |
Break-even | 150.20 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Partners Group Ho... | 1'233.50 |
Holcim | 80.24 |
Swiss Life Hldg | 630.80 |
KUEHNE & NAGEL | 245.80 |
UBS | 28.16 |
Name | Price |
---|---|
NOVARTIS N | 91.74 |
SONOVA HLDG N | 294.20 |
Nestlé SA | 92.42 |
Alcon AG | 82.02 |
ROCHE GS | 230.40 |