Last price paid | 0.18 | |
Change | -10.00% [ -0.02 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 31.05.2024 17:20 |
Fixing | 17.01.2025 |
Settlement date | 19.01.2024 |
Last trading | 17.01.2025 |
Final fixing | 17.01.2025 |
Currency redemption | CHF |
Perf. since issue | -35.19% |
Year to date (YTD) | n.a. |
1 month | 0.00% |
3 months | -25.00% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.27 |
Underlying price on issue | 72.58 |
Premium | 0.34% |
Premium p.a. | 0.51% |
Leverage | 5.76 |
Implied volatility | 0.40 |
ISIN | CH1305130424 |
Symbol | BABTEZ |
Security | 130513042 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.01.2025 |
Underlying | Alibaba Grp Sp ADS, US01609W1027 |
Underlying ISIN | US01609W1027 |
Strike | 100.00 |
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 | 34.00% |
Premium p.a. | 51.50% |
Leverage | 20.01 |
Implied volatility | 39.88% |
Moneyness | out-of-the-money |
Leverage | 5.7596 |
Delta | 0.2878 |
Gamma | 0.0007 |
Theta | -0.0009 |
Rho | 0.0055 |
Vega | 0.0096 |
Fair value | 0.18 |
Intrinsic value | n.a. |
Break-even | 103.87 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Swiss Re | 114.70 |
NOVARTIS N | 93.17 |
KUEHNE & NAGEL | 255.50 |
SWISSCOM N | 498.20 |
Nestlé SA | 95.56 |
Name | Price |
---|---|
Sika AG | 272.90 |
GEBERIT N | 550.40 |
Holcim | 78.78 |
Lonza Group | 486.40 |
Partners Group Ho... | 1'206.00 |