Last price paid | 0.44 | |
Change | -2.22% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 25.06.2024 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 | +122.50% |
Year to date (YTD) | n.a. |
1 month | -30.16% |
3 months | +22.22% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.20 |
Underlying price on issue | 121.80 |
Premium | 0.04% |
Premium p.a. | 0.07% |
Leverage | 5.91 |
Implied volatility | 0.22 |
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 | 3.79% |
Premium p.a. | 7.12% |
Leverage | 7.45 |
Implied volatility | 22.50% |
Moneyness | in-the-money |
Leverage | 5.9051 |
Delta | 0.7930 |
Gamma | 0.0009 |
Theta | -0.0006 |
Rho | 0.0128 |
Vega | 0.0069 |
Fair value | 0.13 |
Intrinsic value | n.a. |
Break-even | 143.58 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
KUEHNE & NAGEL | 264.20 |
Lonza Group | 491.60 |
Sika AG | 260.90 |
SONOVA HLDG N | 275.20 |
NOVARTIS N | 96.77 |
Name | Price |
---|---|
ZURICH INSURANCE | 483.10 |
Compagnie Financi... | 143.70 |
ROCHE GS | 253.00 |
Swiss Re | 112.30 |
SWISSCOM N | 505.00 |