Last price paid | 0.30 | |
Change | -33.33% [ -0.15 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 14.06.2024 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 | +12.50% |
Year to date (YTD) | n.a. |
1 month | -16.67% |
3 months | -45.45% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.28 |
Underlying price on issue | 161.30 |
Premium | 0.00% |
Premium p.a. | 0.13% |
Leverage | 22.51 |
Implied volatility | 0.20 |
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 | 0.39% |
Premium p.a. | 12.95% |
Leverage | 26.71 |
Implied volatility | 20.21% |
Moneyness | in-the-money |
Leverage | 22.5116 |
Delta | 0.8429 |
Gamma | 0.0020 |
Theta | -0.0039 |
Rho | 0.0021 |
Vega | 0.0035 |
Fair value | 0.03 |
Intrinsic value | n.a. |
Break-even | 176.59 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
UBS | 27.45 |
Swiss Re | 110.10 |
Swiss Life Hldg | 638.40 |
ZURICH INSURANCE | 475.30 |
ABB Ltd | 50.28 |
Name | Price |
---|---|
Alcon AG | 78.88 |
NOVARTIS N | 93.21 |
SONOVA HLDG N | 272.00 |
Lonza Group | 473.20 |
Compagnie Financi... | 141.85 |