Last price paid | 0.40 | |
Change | -6.98% [ -0.03 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 07.06.2024 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 | +41.07% |
Year to date (YTD) | n.a. |
1 month | +14.29% |
3 months | -39.39% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.28 |
Underlying price on issue | 161.30 |
Premium | 0.01% |
Premium p.a. | 0.11% |
Leverage | 17.90 |
Implied volatility | 0.19 |
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 | 0.65% |
Premium p.a. | 11.35% |
Leverage | 21.70 |
Implied volatility | 19.33% |
Moneyness | in-the-money |
Leverage | 17.8987 |
Delta | 0.8247 |
Gamma | 0.0016 |
Theta | -0.0031 |
Rho | 0.0039 |
Vega | 0.0053 |
Fair value | 0.06 |
Intrinsic value | n.a. |
Break-even | 178.16 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
ROCHE GS | 242.60 |
Compagnie Financi... | 150.10 |
Swiss Re | 113.65 |
Holcim | 79.98 |
Alcon AG | 82.16 |
Name | Price |
---|---|
Partners Group Ho... | 1'165.00 |
Lonza Group | 500.20 |
Sika AG | 270.90 |
GEBERIT N | 550.80 |
SWISSCOM N | 503.50 |