Last price paid | 0.58 | |
Change | +9.43% [ +0.05 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 17.06.2024 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 | +627.78% |
Year to date (YTD) | n.a. |
1 month | +93.33% |
3 months | +132.00% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.09 |
Underlying price on issue | 134.15 |
Premium | 0.00% |
Premium p.a. | 0.02% |
Leverage | 11.84 |
Implied volatility | 0.25 |
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 | 0.06% |
Premium p.a. | 2.31% |
Leverage | 12.06 |
Implied volatility | 25.03% |
Moneyness | in-the-money |
Leverage | 11.8359 |
Delta | 0.9813 |
Gamma | 0.0003 |
Theta | -0.0009 |
Rho | 0.0019 |
Vega | 0.0006 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 158.10 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Lonza Group | 479.00 |
Swiss Life Hldg | 645.40 |
ABB Ltd | 50.80 |
Sika AG | 255.80 |
Swiss Re | 110.85 |
Name | Price |
---|---|
Compagnie Financi... | 140.30 |
Nestlé SA | 94.62 |
SONOVA HLDG N | 270.80 |
NOVARTIS N | 93.32 |
Alcon AG | 78.40 |