Last price paid | 0.32 | |
Change | -20.00% [ -0.08 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 14.06.2024 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 | +441.67% |
Year to date (YTD) | n.a. |
1 month | -28.89% |
3 months | +276.47% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.06 |
Underlying price on issue | 10.83 |
Premium | 0.00% |
Premium p.a. | 0.04% |
Leverage | 8.14 |
Implied volatility | 0.39 |
ISIN | CH1305131844 |
Symbol | CLNWGZ |
Security | 130513184 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Clariant N, CH0012142631 |
Underlying ISIN | CH0012142631 |
Strike | 12.00 |
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. | 3.66% |
Leverage | 8.38 |
Implied volatility | 38.57% |
Moneyness | in-the-money |
Leverage | 8.1420 |
Delta | 0.9721 |
Gamma | 0.0139 |
Theta | -0.0006 |
Rho | 0.0007 |
Vega | 0.0003 |
Fair value | 0.00 |
Intrinsic value | n.a. |
Break-even | 13.63 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
UBS | 27.85 |
Givaudan | 4'359.00 |
ABB Ltd | 50.86 |
Holcim | 81.22 |
Swiss Life Hldg | 643.40 |
Name | Price |
---|---|
ROCHE GS | 244.80 |
Alcon AG | 78.40 |
NOVARTIS N | 93.39 |
Nestlé SA | 95.02 |
SONOVA HLDG N | 271.50 |