Last price paid | 0.10 | |
Change | -16.67% [ -0.02 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 07.06.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 07.02.2024 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | -36.67% |
Year to date (YTD) | n.a. |
1 month | -23.08% |
3 months | -73.68% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.15 |
Underlying price on issue | 161.30 |
Premium | 0.03% |
Premium p.a. | 0.44% |
Leverage | 35.42 |
Implied volatility | 0.17 |
ISIN | CH1305134632 |
Symbol | SAPG0Z |
Security | 130513463 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | SAP I, DE0007164600 |
Underlying ISIN | DE0007164600 |
Strike | 180.00 |
C/P type | call |
Subscription ratio | 20.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 20 |
Value day | 31.01.2024 |
Premium | 2.56% |
Premium p.a. | 44.49% |
Leverage | 90.44 |
Implied volatility | 17.12% |
Moneyness | out-of-the-money |
Leverage | 35.4232 |
Delta | 0.3917 |
Gamma | 0.0027 |
Theta | -0.0036 |
Rho | 0.0019 |
Vega | 0.0079 |
Fair value | 0.10 |
Intrinsic value | n.a. |
Break-even | 181.96 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
ROCHE GS | 242.60 |
Compagnie Financi... | 150.10 |
Swiss Re | 113.65 |
Holcim | 79.98 |
Alcon AG | 82.16 |
Name | Price |
---|---|
Partners Group Ho... | 1'165.00 |
Lonza Group | 500.20 |
Sika AG | 270.90 |
GEBERIT N | 550.80 |
SWISSCOM N | 503.50 |