Last price paid | 0.52 | |
Change | +8.33% [ +0.04 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 12.06.2024 17:20 |
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 | +472.22% |
Year to date (YTD) | n.a. |
1 month | +205.88% |
3 months | +92.59% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.09 |
Underlying price on issue | 134.15 |
Premium | 0.00% |
Premium p.a. | 0.11% |
Leverage | 13.03 |
Implied volatility | 0.29 |
ISIN | CH1305131430 |
Symbol | BAL58Z |
Security | 130513143 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Baloise Hldg N, CH0012410517 |
Underlying ISIN | CH0012410517 |
Strike | 145.00 |
C/P type | call |
Subscription ratio | 20.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 20 |
Value day | 22.01.2024 |
Premium | 0.45% |
Premium p.a. | 11.02% |
Leverage | 15.01 |
Implied volatility | 29.17% |
Moneyness | in-the-money |
Leverage | 13.0324 |
Delta | 0.8683 |
Gamma | 0.0012 |
Theta | -0.0035 |
Rho | 0.0026 |
Vega | 0.0033 |
Fair value | 0.04 |
Intrinsic value | n.a. |
Break-even | 155.30 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
ROCHE GS | 245.80 |
SWISSCOM N | 495.80 |
LOGITECH INT. | 91.16 |
Nestlé SA | 95.10 |
Swiss Life Hldg | 635.20 |
Name | Price |
---|---|
Sika AG | 263.00 |
UBS | 27.21 |
Compagnie Financi... | 146.05 |
ABB Ltd | 50.68 |
SONOVA HLDG N | 281.00 |