Last price paid | 0.04 | |
Change | -11.11% [ 0.00 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 25.06.2024 17:20 |
Fixing | 17.01.2025 |
Settlement date | 01.02.2024 |
Last trading | 17.01.2025 |
Final fixing | 17.01.2025 |
Currency redemption | CHF |
Perf. since issue | -76.47% |
Year to date (YTD) | n.a. |
1 month | -55.56% |
3 months | -57.89% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.17 |
Underlying price on issue | 74.89 |
Premium | 0.63% |
Premium p.a. | 1.07% |
Leverage | 7.87 |
Implied volatility | 0.40 |
ISIN | CH1305133220 |
Symbol | BABUAZ |
Security | 130513322 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.01.2025 |
Underlying | Alibaba Grp Sp ADS, US01609W1027 |
Underlying ISIN | US01609W1027 |
Strike | 118.97 |
C/P type | call |
Subscription ratio | 19.83 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 19.82868 |
Value day | 25.01.2024 |
Premium | 62.99% |
Premium p.a. | 106.94% |
Leverage | 83.17 |
Implied volatility | 39.87% |
Moneyness | out-of-the-money |
Leverage | 7.8718 |
Delta | 0.0946 |
Gamma | 0.0004 |
Theta | -0.0004 |
Rho | 0.0016 |
Vega | 0.0043 |
Fair value | 0.04 |
Intrinsic value | n.a. |
Break-even | 120.89 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
SONOVA HLDG N | 274.80 |
Sika AG | 260.00 |
KUEHNE & NAGEL | 260.40 |
Lonza Group | 486.30 |
GEBERIT N | 541.00 |
Name | Price |
---|---|
Compagnie Financi... | 142.15 |
ROCHE GS | 249.60 |
Nestlé SA | 92.90 |
ZURICH INSURANCE | 480.20 |
Swiss Re | 111.50 |