Last price paid | n.a. | |
Change | +16.28% [ +0.07 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | n.a. n.a. |
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 | +82.14% |
Year to date (YTD) | n.a. |
1 month | -15.25% |
3 months | -27.54% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.28 |
Underlying price on issue | 161.30 |
Premium | 0.00% |
Premium p.a. | 0.18% |
Leverage | 14.86 |
Implied volatility | 0.36 |
ISIN | CH1305134616 |
Symbol | SAPOZZ |
Security | 130513461 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | SAP I, DE0007164600 |
Underlying ISIN | DE0007164600 |
Strike | 170.00 |
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 | 0.35% |
Premium p.a. | 18.39% |
Leverage | 16.84 |
Implied volatility | 35.89% |
Moneyness | in-the-money |
Leverage | 14.8558 |
Delta | 0.8824 |
Gamma | 0.0011 |
Theta | -0.0066 |
Rho | 0.0014 |
Vega | 0.0023 |
Fair value | 0.03 |
Intrinsic value | n.a. |
Break-even | 180.70 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
ABB Ltd | 49.63 |
Compagnie Financi... | 120.75 |
Givaudan | 4'629.00 |
Holcim | 84.32 |
Sika AG | 275.50 |
Name | Price |
---|---|
LOGITECH INT. | 72.40 |
UBS | 25.81 |
Swiss Life Hldg | 713.00 |
Lonza Group | 534.80 |
Partners Group Ho... | 1'235.00 |