Last price paid | 0.14 | |
Change | -30.00% [ -0.06 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 31.05.2024 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 | -51.79% |
Year to date (YTD) | n.a. |
1 month | -50.00% |
3 months | -72.55% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.28 |
Underlying price on issue | 161.30 |
Premium | 0.04% |
Premium p.a. | 0.53% |
Leverage | 23.11 |
Implied volatility | 0.23 |
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 | 4.09% |
Premium p.a. | 53.38% |
Leverage | 60.22 |
Implied volatility | 23.18% |
Moneyness | out-of-the-money |
Leverage | 23.1088 |
Delta | 0.3837 |
Gamma | 0.0018 |
Theta | -0.0039 |
Rho | 0.0023 |
Vega | 0.0086 |
Fair value | 0.14 |
Intrinsic value | n.a. |
Break-even | 172.76 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Swiss Re | 114.70 |
NOVARTIS N | 93.17 |
KUEHNE & NAGEL | 255.50 |
SWISSCOM N | 498.20 |
Nestlé SA | 95.56 |
Name | Price |
---|---|
Sika AG | 272.90 |
GEBERIT N | 550.40 |
Holcim | 78.78 |
Lonza Group | 486.40 |
Partners Group Ho... | 1'206.00 |