Last price paid | 0.41 | |
Change | +5.13% [ +0.02 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 21.06.2024 17:20 |
Fixing | 17.01.2025 |
Settlement date | 02.02.2024 |
Last trading | 17.01.2025 |
Final fixing | 17.01.2025 |
Currency redemption | CHF |
Perf. since issue | +48.21% |
Year to date (YTD) | n.a. |
1 month | +7.89% |
3 months | 0.00% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.28 |
Underlying price on issue | 158.53 |
Premium | 0.11% |
Premium p.a. | 0.18% |
Leverage | 5.06 |
Implied volatility | 0.33 |
ISIN | CH1305133576 |
Symbol | AMZQHZ |
Security | 130513357 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.01.2025 |
Underlying | Amazon.Com Rg, US0231351067 |
Underlying ISIN | US0231351067 |
Strike | 185.00 |
C/P type | call |
Subscription ratio | 50.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 50 |
Value day | 26.01.2024 |
Premium | 10.86% |
Premium p.a. | 18.01% |
Leverage | 8.09 |
Implied volatility | 32.52% |
Moneyness | in-the-money |
Leverage | 5.0564 |
Delta | 0.6250 |
Gamma | 0.0002 |
Theta | -0.0010 |
Rho | 0.0101 |
Vega | 0.0099 |
Fair value | 0.36 |
Intrinsic value | n.a. |
Break-even | 208.21 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
ROCHE GS | 252.80 |
Swiss Life Hldg | 653.80 |
SWISSCOM N | 500.00 |
Givaudan | 4'314.00 |
NOVARTIS N | 93.99 |
Name | Price |
---|---|
Holcim | 78.70 |
UBS | 27.03 |
ABB Ltd | 49.79 |
Partners Group Ho... | 1'154.00 |
Sika AG | 255.40 |