Last price paid | 0.11 | |
Change | -15.38% [ -0.02 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 25.06.2024 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 | -57.41% |
Year to date (YTD) | n.a. |
1 month | -52.17% |
3 months | -38.89% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.27 |
Underlying price on issue | 72.58 |
Premium | 0.38% |
Premium p.a. | 0.65% |
Leverage | 6.63 |
Implied volatility | 0.39 |
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 | 38.32% |
Premium p.a. | 65.05% |
Leverage | 28.92 |
Implied volatility | 38.93% |
Moneyness | out-of-the-money |
Leverage | 6.6229 |
Delta | 0.2290 |
Gamma | 0.0008 |
Theta | -0.0008 |
Rho | 0.0038 |
Vega | 0.0077 |
Fair value | 0.12 |
Intrinsic value | n.a. |
Break-even | 102.56 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
SONOVA HLDG N | 274.80 |
Sika AG | 260.00 |
KUEHNE & NAGEL | 260.40 |
Lonza Group | 486.30 |
GEBERIT N | 541.00 |
Name | Price |
---|---|
Compagnie Financi... | 142.15 |
ROCHE GS | 249.60 |
Nestlé SA | 92.90 |
ZURICH INSURANCE | 480.20 |
Swiss Re | 111.50 |