Last price paid | 0.27 | |
Change | -6.90% [ -0.02 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 21.06.2024 12:05 |
Fixing | 21.06.2024 |
Settlement date | 29.01.2024 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | +430.00% |
Year to date (YTD) | n.a. |
1 month | -40.00% |
3 months | +217.65% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.05 |
Underlying price on issue | 10.83 |
Premium | 0.01% |
Premium p.a. | 0.36% |
Leverage | 8.92 |
Implied volatility | 0.65 |
ISIN | CH1305131869 |
Symbol | CLN0XZ |
Security | 130513186 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Clariant N, CH0012142631 |
Underlying ISIN | CH0012142631 |
Strike | 12.50 |
C/P type | call |
Subscription ratio | 5.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 5 |
Value day | 22.01.2024 |
Premium | 0.69% |
Premium p.a. | 36.08% |
Leverage | 10.36 |
Implied volatility | 65.39% |
Moneyness | in-the-money |
Leverage | 8.9164 |
Delta | 0.8605 |
Gamma | 0.0356 |
Theta | -0.0040 |
Rho | 0.0004 |
Vega | 0.0008 |
Fair value | 0.02 |
Intrinsic value | n.a. |
Break-even | 13.83 |
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 |