Last price paid | 0.02 | |
Change | -20.00% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 17.06.2024 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 | -94.64% |
Year to date (YTD) | n.a. |
1 month | -95.83% |
3 months | -90.00% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.28 |
Underlying price on issue | 72.58 |
Premium | 0.08% |
Premium p.a. | 2.83% |
Leverage | 31.99 |
Implied volatility | 0.38 |
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 | 79.31 |
C/P type | call |
Subscription ratio | 19.83 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 19.82868 |
Value day | 11.01.2024 |
Premium | 7.76% |
Premium p.a. | 283.36% |
Leverage | 220.91 |
Implied volatility | 38.11% |
Moneyness | out-of-the-money |
Leverage | 31.9938 |
Delta | 0.1448 |
Gamma | 0.0027 |
Theta | -0.0024 |
Rho | 0.0001 |
Vega | 0.0012 |
Fair value | 0.02 |
Intrinsic value | n.a. |
Break-even | 80.34 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Lonza Group | 479.40 |
Swiss Life Hldg | 645.60 |
ABB Ltd | 50.86 |
Givaudan | 4'343.00 |
Holcim | 80.98 |
Name | Price |
---|---|
Compagnie Financi... | 140.90 |
Nestlé SA | 94.48 |
NOVARTIS N | 92.97 |
Alcon AG | 78.40 |
SONOVA HLDG N | 271.60 |