Last price paid | 0.26 | |
Change | +23.81% [ +0.05 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 26.09.2024 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 | +183.33% |
Year to date (YTD) | n.a. |
1 month | +52.94% |
3 months | +23.81% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.09 |
Underlying price on issue | 121.80 |
Premium | 0.02% |
Premium p.a. | 0.09% |
Leverage | 10.20 |
Implied volatility | 0.18 |
ISIN | CH1305129848 |
Symbol | SX77NZ |
Security | 130512984 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 06.01.2025 |
Underlying | EURO STOXX Banks Price, EU0009658426 |
Underlying ISIN | EU0009658426 |
Strike | 140.00 |
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 | 2.38% |
Premium p.a. | 8.60% |
Leverage | 13.59 |
Implied volatility | 18.27% |
Moneyness | in-the-money |
Leverage | 10.1981 |
Delta | 0.7506 |
Gamma | 0.0014 |
Theta | -0.0007 |
Rho | 0.0068 |
Vega | 0.0058 |
Fair value | 0.08 |
Intrinsic value | n.a. |
Break-even | 150.85 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Compagnie Financi... | 134.65 |
Alcon AG | 84.66 |
SONOVA HLDG N | 302.80 |
Sika AG | 281.60 |
Partners Group Ho... | 1'269.00 |
Name | Price |
---|---|
Holcim | 83.18 |
ABB Ltd | 49.37 |
ZURICH INSURANCE | 512.80 |
Lonza Group | 538.40 |
SWISSCOM N | 552.50 |