Last price paid | 1.13 | |
Change | +2.73% [ +0.03 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 11.06.2024 17:20 |
Fixing | 20.12.2024 |
Settlement date | 29.01.2024 |
Last trading | 20.12.2024 |
Final fixing | 20.12.2024 |
Currency redemption | CHF |
Perf. since issue | +83.06% |
Year to date (YTD) | n.a. |
1 month | +6.60% |
3 months | +7.62% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.62 |
Underlying price on issue | 175.00 |
Premium | 0.04% |
Premium p.a. | 0.07% |
Leverage | 6.20 |
Implied volatility | 0.23 |
ISIN | CH1305132198 |
Symbol | FHZZGZ |
Security | 130513219 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 06.01.2025 |
Underlying | Flughafen Zuerich N, CH0319416936 |
Underlying ISIN | CH0319416936 |
Strike | 178.76 |
C/P type | call |
Subscription ratio | 19.86 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 19.86255 |
Value day | 22.01.2024 |
Premium | 4.11% |
Premium p.a. | 7.18% |
Leverage | 8.58 |
Implied volatility | 23.01% |
Moneyness | in-the-money |
Leverage | 6.1950 |
Delta | 0.7223 |
Gamma | 0.0005 |
Theta | -0.0016 |
Rho | 0.0338 |
Vega | 0.0247 |
Fair value | 0.40 |
Intrinsic value | n.a. |
Break-even | 202.70 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
ROCHE GS | 241.60 |
SONOVA HLDG N | 288.10 |
Partners Group Ho... | 1'163.50 |
Givaudan | 4'356.00 |
NOVARTIS N | 94.08 |
Name | Price |
---|---|
KUEHNE & NAGEL | 259.60 |
LOGITECH INT. | 89.48 |
ZURICH INSURANCE | 470.40 |
Lonza Group | 495.10 |
Nestlé SA | 94.60 |