Last price paid | 1.08 | |
Change | +4.85% [ +0.05 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 31.05.2024 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 | +75.00% |
Year to date (YTD) | n.a. |
1 month | +21.35% |
3 months | +22.73% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.62 |
Underlying price on issue | 175.00 |
Premium | 0.05% |
Premium p.a. | 0.08% |
Leverage | 6.07 |
Implied volatility | 0.24 |
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 | 5.11% |
Premium p.a. | 8.47% |
Leverage | 8.84 |
Implied volatility | 24.18% |
Moneyness | in-the-money |
Leverage | 6.0706 |
Delta | 0.6865 |
Gamma | 0.0005 |
Theta | -0.0017 |
Rho | 0.0332 |
Vega | 0.0264 |
Fair value | 0.49 |
Intrinsic value | n.a. |
Break-even | 201.70 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Swiss Re | 114.70 |
NOVARTIS N | 93.17 |
KUEHNE & NAGEL | 255.50 |
SWISSCOM N | 498.20 |
Nestlé SA | 95.56 |
Name | Price |
---|---|
Sika AG | 272.90 |
GEBERIT N | 550.40 |
Holcim | 78.78 |
Lonza Group | 486.40 |
Partners Group Ho... | 1'206.00 |