Last price paid | 0.025 | |
Change | -16.67% [ 0.00 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 29.05.2024 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 | -70.00% |
Year to date (YTD) | n.a. |
1 month | -68.75% |
3 months | -68.75% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.10 |
Underlying price on issue | 20.41 |
Premium | 0.07% |
Premium p.a. | 1.09% |
Leverage | 13.76 |
Implied volatility | 0.43 |
ISIN | CH1305134756 |
Symbol | UBIOWZ |
Security | 130513475 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | UBISOFT Entertain., FR0000054470 |
Underlying ISIN | FR0000054470 |
Strike | 24.00 |
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 | 7.44% |
Premium p.a. | 108.63% |
Leverage | 37.27 |
Implied volatility | 42.93% |
Moneyness | out-of-the-money |
Leverage | 13.7623 |
Delta | 0.3692 |
Gamma | 0.0075 |
Theta | -0.0010 |
Rho | 0.0003 |
Vega | 0.0011 |
Fair value | 0.03 |
Intrinsic value | n.a. |
Break-even | 24.61 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Holcim | 79.76 |
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ABB Ltd | 49.84 |
Nestlé SA | 96.36 |
SWISSCOM N | 502.00 |
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Givaudan | 4'195.00 |
Swiss Re | 113.80 |
SONOVA HLDG N | 283.80 |
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Partners Group Ho... | 1'203.50 |