Last price paid | 0.38 | |
Change | +100.00% [ +0.19 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 16.05.2024 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 | +42.86% |
Year to date (YTD) | n.a. |
1 month | +347.06% |
3 months | +46.15% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.28 |
Underlying price on issue | 72.58 |
Premium | 0.02% |
Premium p.a. | 0.21% |
Leverage | 6.84 |
Implied volatility | 0.49 |
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 | 2.46% |
Premium p.a. | 21.41% |
Leverage | 9.84 |
Implied volatility | 48.72% |
Moneyness | in-the-money |
Leverage | 6.8418 |
Delta | 0.6951 |
Gamma | 0.0014 |
Theta | -0.0020 |
Rho | 0.0019 |
Vega | 0.0045 |
Fair value | 0.10 |
Intrinsic value | n.a. |
Break-even | 88.81 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Compagnie Financi... | 145.10 |
LOGITECH INT. | 83.14 |
Swiss Re | 109.05 |
Givaudan | 4'154.00 |
NOVARTIS N | 93.56 |
Name | Price |
---|---|
Alcon AG | 79.50 |
GEBERIT N | 559.60 |
ABB Ltd | 47.15 |
Partners Group Ho... | 1'264.50 |
SONOVA HLDG N | 294.90 |