Last price paid | 0.56 | |
Change | +7.69% [ +0.04 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 18.06.2024 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 | +334.62% |
Year to date (YTD) | n.a. |
1 month | -24.64% |
3 months | +160.00% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.13 |
Underlying price on issue | 10.83 |
Premium | 0.00% |
Premium p.a. | 0.04% |
Leverage | 4.80 |
Implied volatility | 0.68 |
ISIN | CH1305131810 |
Symbol | CLNOMZ |
Security | 130513181 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Clariant N, CH0012142631 |
Underlying ISIN | CH0012142631 |
Strike | 11.00 |
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 | 0.11% |
Premium p.a. | 3.96% |
Leverage | 4.89 |
Implied volatility | 67.66% |
Moneyness | in-the-money |
Leverage | 4.7986 |
Delta | 0.9816 |
Gamma | 0.0058 |
Theta | -0.0007 |
Rho | 0.0006 |
Vega | 0.0002 |
Fair value | 0.00 |
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 |
---|---|
ABB Ltd | 51.16 |
Swiss Life Hldg | 647.40 |
KUEHNE & NAGEL | 258.90 |
Partners Group Ho... | 1'157.00 |
Swiss Re | 111.25 |
Name | Price |
---|---|
Compagnie Financi... | 141.25 |
NOVARTIS N | 93.15 |
Nestlé SA | 94.90 |
SONOVA HLDG N | 271.20 |
SWISSCOM N | 496.40 |