Last price paid | 0.85 | |
Change | +1.19% [ +0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 26.06.2024 17:20 |
Fixing | 20.09.2024 |
Settlement date | 29.01.2024 |
Last trading | 20.09.2024 |
Final fixing | 20.09.2024 |
Currency redemption | CHF |
Perf. since issue | +137.50% |
Year to date (YTD) | n.a. |
1 month | +37.10% |
3 months | -30.33% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.36 |
Underlying price on issue | 386.52 |
Premium | 0.07% |
Premium p.a. | 0.28% |
Leverage | 6.55 |
Implied volatility | 0.38 |
ISIN | CH1305130929 |
Symbol | MET3ZZ |
Security | 130513092 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.09.2024 |
Underlying | Meta Platforms N, US30303M1027 |
Underlying ISIN | US30303M1027 |
Strike | 500.00 |
C/P type | call |
Subscription ratio | 50.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 50 |
Value day | 22.01.2024 |
Premium | 7.09% |
Premium p.a. | 27.82% |
Leverage | 10.73 |
Implied volatility | 37.74% |
Moneyness | in-the-money |
Leverage | 6.5476 |
Delta | 0.6101 |
Gamma | 0.0001 |
Theta | -0.0043 |
Rho | 0.0121 |
Vega | 0.0177 |
Fair value | 0.65 |
Intrinsic value | n.a. |
Break-even | 547.65 |
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 |