Last price paid | 0.51 | |
Change | -5.56% [ -0.03 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 31.05.2024 17:20 |
Fixing | 20.12.2024 |
Settlement date | 07.02.2024 |
Last trading | 20.12.2024 |
Final fixing | 20.12.2024 |
Currency redemption | CHF |
Perf. since issue | +32.89% |
Year to date (YTD) | n.a. |
1 month | +6.25% |
3 months | -20.31% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.38 |
Underlying price on issue | 794.35 |
Premium | 0.21% |
Premium p.a. | 0.35% |
Leverage | 6.30 |
Implied volatility | 0.35 |
ISIN | CH1305134434 |
Symbol | ASMCWZ |
Security | 130513443 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 31.12.2024 |
Underlying | ASML Hldg Rg, NL0010273215 |
Underlying ISIN | NL0010273215 |
Strike | 1'000.00 |
C/P type | call |
Subscription ratio | 100.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 100 |
Value day | 31.01.2024 |
Premium | 20.75% |
Premium p.a. | 35.40% |
Leverage | 16.90 |
Implied volatility | 34.52% |
Moneyness | out-of-the-money |
Leverage | 6.2961 |
Delta | 0.3726 |
Gamma | 0.0000 |
Theta | -0.0022 |
Rho | 0.0157 |
Vega | 0.0247 |
Fair value | 0.51 |
Intrinsic value | n.a. |
Break-even | 1'051.53 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Swiss Re | 114.70 |
NOVARTIS N | 93.17 |
KUEHNE & NAGEL | 255.50 |
SWISSCOM N | 498.20 |
Nestlé SA | 95.56 |
Name | Price |
---|---|
Sika AG | 272.90 |
GEBERIT N | 550.40 |
Holcim | 78.78 |
Lonza Group | 486.40 |
Partners Group Ho... | 1'206.00 |