Last price paid | 0.48 | |
Change | +26.32% [ +0.10 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 17.05.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 19.01.2024 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | +55.36% |
Year to date (YTD) | n.a. |
1 month | +500.00% |
3 months | +84.62% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.28 |
Underlying price on issue | 72.58 |
Premium | 0.00% |
Premium p.a. | 0.03% |
Leverage | 8.00 |
Implied volatility | 0.34 |
ISIN | CH1305130408 |
Symbol | BABL1Z |
Security | 130513040 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Alibaba Grp Sp ADS, US01609W1027 |
Underlying ISIN | US01609W1027 |
Strike | 80.00 |
C/P type | call |
Subscription ratio | 20.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 20 |
Value day | 11.01.2024 |
Premium | 0.35% |
Premium p.a. | 3.04% |
Leverage | 9.32 |
Implied volatility | 34.13% |
Moneyness | in-the-money |
Leverage | 7.9992 |
Delta | 0.8586 |
Gamma | 0.0019 |
Theta | -0.0007 |
Rho | 0.0015 |
Vega | 0.0028 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 89.58 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
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Compagnie Financi... | 144.75 |
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