Last price paid | 0.56 | |
Change | -3.45% [ -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 | +326.92% |
Year to date (YTD) | n.a. |
1 month | -24.32% |
3 months | +100.00% |
1 year | n.a. |
3 years | n.a. |
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 | 0.25% |
Premium p.a. | 13.28% |
Leverage | 4.95 |
Implied volatility | 96.15% |
Moneyness | in-the-money |
Leverage | 4.7475 |
Delta | 0.9588 |
Gamma | 0.0096 |
Theta | -0.0022 |
Rho | 0.0004 |
Vega | 0.0003 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 13.78 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Compagnie Financi... | 144.35 |
Sika AG | 257.10 |
Givaudan | 4'347.00 |
NOVARTIS N | 95.89 |
SWISSCOM N | 505.50 |
Name | Price |
---|---|
UBS | 26.51 |
Partners Group Ho... | 1'152.00 |
GEBERIT N | 540.40 |
ABB Ltd | 49.67 |
Alcon AG | 80.08 |