Last price paid | 1.12 | |
Change | +5.66% [ +0.06 ] | |
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 | +384.09% |
Year to date (YTD) | n.a. |
1 month | +38.27% |
3 months | +489.47% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.22 |
Underlying price on issue | 10.73 |
Premium | 0.00% |
Premium p.a. | 0.04% |
Leverage | 3.44 |
Implied volatility | 0.71 |
ISIN | CH1305134491 |
Symbol | CBK0HZ |
Security | 130513449 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Commerzbank I, DE000CBK1001 |
Underlying ISIN | DE000CBK1001 |
Strike | 11.00 |
C/P type | call |
Subscription ratio | 4.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 4 |
Value day | 31.01.2024 |
Premium | 0.21% |
Premium p.a. | 4.31% |
Leverage | 3.49 |
Implied volatility | 70.98% |
Moneyness | in-the-money |
Leverage | 3.4388 |
Delta | 0.9866 |
Gamma | 0.0037 |
Theta | -0.0008 |
Rho | 0.0013 |
Vega | 0.0003 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 15.41 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Givaudan | 4'378.00 |
Lonza Group | 502.00 |
Holcim | 80.08 |
Sika AG | 271.20 |
GEBERIT N | 551.40 |
Name | Price |
---|---|
Nestlé SA | 96.52 |
Swiss Re | 112.35 |
Partners Group Ho... | 1'152.50 |
Swiss Life Hldg | 631.00 |
Compagnie Financi... | 148.60 |