Last price paid | 0.46 | |
Change | -4.17% [ -0.02 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 17.05.2024 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 | +19.74% |
Year to date (YTD) | n.a. |
1 month | -20.69% |
3 months | -31.34% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.38 |
Underlying price on issue | 794.35 |
Premium | 0.23% |
Premium p.a. | 0.36% |
Leverage | 6.43 |
Implied volatility | 0.34 |
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 | 22.54% |
Premium p.a. | 36.08% |
Leverage | 18.51 |
Implied volatility | 33.60% |
Moneyness | out-of-the-money |
Leverage | 6.4347 |
Delta | 0.3476 |
Gamma | 0.0000 |
Theta | -0.0020 |
Rho | 0.0154 |
Vega | 0.0245 |
Fair value | 0.46 |
Intrinsic value | n.a. |
Break-even | 1'046.12 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
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