Last price paid | 0.04 | |
Change | -11.11% [ 0.00 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 02.05.2024 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 | -90.24% |
Year to date (YTD) | n.a. |
1 month | -38.46% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.21 |
Underlying price on issue | 17.57 |
Premium | 1.05% |
Premium p.a. | 27.29% |
Leverage | 4.99 |
Implied volatility | 2.53 |
ISIN | CH1305134772 |
Symbol | VARGVZ |
Security | 130513477 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Varta, DE000A0TGJ55 |
Underlying ISIN | DE000A0TGJ55 |
Strike | 18.00 |
C/P type | call |
Subscription ratio | 10.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 10 |
Value day | 31.01.2024 |
Premium | 104.66% |
Premium p.a. | 2728.75% |
Leverage | 41.37 |
Implied volatility | 252.81% |
Moneyness | out-of-the-money |
Leverage | 4.9887 |
Delta | 0.1206 |
Gamma | 0.0048 |
Theta | -0.0030 |
Rho | 0.0000 |
Vega | 0.0003 |
Fair value | 0.02 |
Intrinsic value | n.a. |
Break-even | 18.22 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
NOVARTIS N | 95.01 |
ROCHE GS | 247.60 |
Nestlé SA | 95.28 |
SWISSCOM N | 496.00 |
Lonza Group | 480.30 |
Name | Price |
---|---|
LOGITECH INT. | 88.38 |
Sika AG | 255.90 |
Partners Group Ho... | 1'154.50 |
Holcim | 80.04 |
ABB Ltd | 49.89 |