Last price paid | 0.02 | |
Change | -33.33% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 19.06.2024 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 | -90.00% |
Year to date (YTD) | n.a. |
1 month | -88.24% |
3 months | -91.67% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.15 |
Underlying price on issue | 161.30 |
Premium | 0.02% |
Premium p.a. | 0.93% |
Leverage | 98.07 |
Implied volatility | 0.13 |
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 | 2.29% |
Premium p.a. | 92.85% |
Leverage | 558.23 |
Implied volatility | 13.01% |
Moneyness | out-of-the-money |
Leverage | 98.0665 |
Delta | 0.1757 |
Gamma | 0.0036 |
Theta | -0.0025 |
Rho | 0.0003 |
Vega | 0.0033 |
Fair value | 0.02 |
Intrinsic value | n.a. |
Break-even | 180.32 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
KUEHNE & NAGEL | 261.40 |
NOVARTIS N | 93.92 |
Holcim | 81.50 |
ROCHE GS | 249.80 |
ZURICH INSURANCE | 482.70 |
Name | Price |
---|---|
GEBERIT N | 537.20 |
Givaudan | 4'275.00 |
LOGITECH INT. | 87.26 |
Lonza Group | 473.40 |
ABB Ltd | 50.84 |