Last price paid | 1.18 | |
Change | +1.72% [ +0.02 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 28.05.2024 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 | +438.64% |
Year to date (YTD) | n.a. |
1 month | +53.25% |
3 months | +594.12% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.22 |
Underlying price on issue | 10.73 |
Premium | 0.00% |
Premium p.a. | 0.03% |
Leverage | 3.26 |
Implied volatility | 0.55 |
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 | 0.28% |
Premium p.a. | 3.31% |
Leverage | 3.29 |
Implied volatility | 54.77% |
Moneyness | in-the-money |
Leverage | 3.2585 |
Delta | 0.9904 |
Gamma | 0.0026 |
Theta | -0.0005 |
Rho | 0.0023 |
Vega | 0.0003 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 15.78 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
SWISSCOM N | 491.80 |
KUEHNE & NAGEL | 251.20 |
Compagnie Financi... | 143.80 |
UBS | 28.31 |
ABB Ltd | 49.60 |
Name | Price |
---|---|
Lonza Group | 495.20 |
Sika AG | 276.10 |
Partners Group Ho... | 1'206.50 |
Alcon AG | 80.86 |
GEBERIT N | 560.60 |