Last price paid | 0.015 | |
Change | -25.00% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 15.05.2024 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 | -66.67% |
Year to date (YTD) | n.a. |
1 month | -50.00% |
3 months | -62.50% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.03 |
Underlying price on issue | 130.15 |
Premium | 0.47% |
Premium p.a. | 5.74% |
Leverage | 7.05 |
Implied volatility | 1.09 |
ISIN | CH1305134590 |
Symbol | RDCYPZ |
Security | 130513459 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Redcare Pharmacy N, NL0012044747 |
Underlying ISIN | NL0012044747 |
Strike | 170.00 |
C/P type | call |
Subscription ratio | 250.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 250 |
Value day | 31.01.2024 |
Premium | 47.21% |
Premium p.a. | 574.34% |
Leverage | 46.40 |
Implied volatility | 108.66% |
Moneyness | out-of-the-money |
Leverage | 7.0534 |
Delta | 0.1520 |
Gamma | 0.0000 |
Theta | -0.0006 |
Rho | 0.0000 |
Vega | 0.0003 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 172.53 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Swiss Re | 112.30 |
Givaudan | 4'231.00 |
SONOVA HLDG N | 288.20 |
Nestlé SA | 91.54 |
ROCHE GS | 228.40 |
Name | Price |
---|---|
Lonza Group | 483.60 |
UBS | 27.99 |
Compagnie Financi... | 142.30 |
Alcon AG | 80.18 |
KUEHNE & NAGEL | 249.40 |