Last price paid | 1.20 | |
Change | +2.56% [ +0.03 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 27.05.2024 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 | +151.04% |
Year to date (YTD) | n.a. |
1 month | +44.58% |
3 months | +122.22% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.48 |
Underlying price on issue | 3'664.00 |
Premium | 0.04% |
Premium p.a. | 0.06% |
Leverage | 5.46 |
Implied volatility | 0.24 |
ISIN | CH1305134046 |
Symbol | GIV1UZ |
Security | 130513404 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 06.01.2025 |
Underlying | Givaudan N, CH0010645932 |
Underlying ISIN | CH0010645932 |
Strike | 3'800.00 |
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 | 3.54% |
Premium p.a. | 5.77% |
Leverage | 7.06 |
Implied volatility | 23.68% |
Moneyness | in-the-money |
Leverage | 5.4601 |
Delta | 0.7737 |
Gamma | 0.0000 |
Theta | -0.0013 |
Rho | 0.0330 |
Vega | 0.0200 |
Fair value | 0.30 |
Intrinsic value | n.a. |
Break-even | 4'402.50 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Givaudan | 4'299.00 |
Sika AG | 286.00 |
Swiss Re | 112.85 |
Swiss Life Hldg | 636.60 |
KUEHNE & NAGEL | 251.60 |
Name | Price |
---|---|
LOGITECH INT. | 86.58 |
NOVARTIS N | 91.71 |
Nestlé SA | 92.22 |
Alcon AG | 82.24 |
SWISSCOM N | 491.20 |