Last price paid | 0.51 | |
Change | -1.92% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | 965'000.00 Unit | |
Date/time | 28.05.2024 17:15 |
Fixing | 21.06.2024 |
Settlement date | 05.02.2024 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | +280.77% |
Year to date (YTD) | n.a. |
1 month | +142.86% |
3 months | +325.00% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.13 |
Underlying price on issue | 3'664.00 |
Premium | 0.01% |
Premium p.a. | 0.08% |
Leverage | 14.18 |
Implied volatility | 0.20 |
ISIN | CH1305134038 |
Symbol | GIVLJZ |
Security | 130513403 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Givaudan N, CH0010645932 |
Underlying ISIN | CH0010645932 |
Strike | 4'000.00 |
C/P type | call |
Subscription ratio | 500.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 500 |
Value day | 29.01.2024 |
Premium | 0.65% |
Premium p.a. | 7.67% |
Leverage | 17.05 |
Implied volatility | 20.09% |
Moneyness | in-the-money |
Leverage | 14.1757 |
Delta | 0.8314 |
Gamma | 0.0000 |
Theta | -0.0023 |
Rho | 0.0055 |
Vega | 0.0062 |
Fair value | 0.06 |
Intrinsic value | n.a. |
Break-even | 4'247.50 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Swiss Re | 111.95 |
ROCHE GS | 228.50 |
Givaudan | 4'211.00 |
SONOVA HLDG N | 287.70 |
LOGITECH INT. | 86.72 |
Name | Price |
---|---|
Lonza Group | 487.80 |
UBS | 27.97 |
KUEHNE & NAGEL | 248.90 |
Swiss Life Hldg | 625.80 |
Alcon AG | 80.24 |