Last price paid | 0.32 | |
Change | -5.88% [ -0.02 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 10.06.2024 17:20 |
Fixing | 20.12.2024 |
Settlement date | 05.02.2024 |
Last trading | 20.12.2024 |
Final fixing | 20.12.2024 |
Currency redemption | CHF |
Perf. since issue | -12.16% |
Year to date (YTD) | n.a. |
1 month | +52.38% |
3 months | -15.79% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.37 |
Underlying price on issue | 275.35 |
Premium | 0.10% |
Premium p.a. | 0.18% |
Leverage | 7.67 |
Implied volatility | 0.26 |
ISIN | CH1305134145 |
Symbol | SOOQYZ |
Security | 130513414 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 06.01.2025 |
Underlying | Sonova Hldg N, CH0012549785 |
Underlying ISIN | CH0012549785 |
Strike | 300.00 |
C/P type | call |
Subscription ratio | 50.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 50 |
Value day | 29.01.2024 |
Premium | 10.15% |
Premium p.a. | 17.73% |
Leverage | 17.67 |
Implied volatility | 25.91% |
Moneyness | out-of-the-money |
Leverage | 7.6724 |
Delta | 0.4343 |
Gamma | 0.0001 |
Theta | -0.0010 |
Rho | 0.0110 |
Vega | 0.0169 |
Fair value | 0.33 |
Intrinsic value | n.a. |
Break-even | 316.25 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
ROCHE GS | 241.30 |
Partners Group Ho... | 1'165.50 |
SONOVA HLDG N | 287.40 |
NOVARTIS N | 94.09 |
Givaudan | 4'348.00 |
Name | Price |
---|---|
KUEHNE & NAGEL | 259.10 |
UBS | 27.71 |
ZURICH INSURANCE | 471.30 |
Lonza Group | 495.90 |
Alcon AG | 81.12 |