Last price paid | 0.13 | |
Change | -18.75% [ -0.03 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 14.06.2024 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 | -50.00% |
Year to date (YTD) | n.a. |
1 month | -40.91% |
3 months | -40.91% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.27 |
Underlying price on issue | 72.58 |
Premium | 0.38% |
Premium p.a. | 0.62% |
Leverage | 6.20 |
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 | 99.14 |
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 | 38.05% |
Premium p.a. | 62.00% |
Leverage | 24.65 |
Implied volatility | 39.95% |
Moneyness | out-of-the-money |
Leverage | 6.1993 |
Delta | 0.2515 |
Gamma | 0.0008 |
Theta | -0.0008 |
Rho | 0.0043 |
Vega | 0.0083 |
Fair value | 0.14 |
Intrinsic value | n.a. |
Break-even | 103.03 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
UBS | 27.50 |
Swiss Re | 110.15 |
ZURICH INSURANCE | 475.60 |
ABB Ltd | 50.32 |
Swiss Life Hldg | 637.60 |
Name | Price |
---|---|
Alcon AG | 78.56 |
SONOVA HLDG N | 271.70 |
Lonza Group | 472.80 |
NOVARTIS N | 93.54 |
Compagnie Financi... | 142.10 |