Last price paid | 0.30 | |
Change | +7.14% [ +0.02 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 17.06.2024 17:20 |
Fixing | 21.03.2025 |
Settlement date | 07.02.2024 |
Last trading | 21.03.2025 |
Final fixing | 21.03.2025 |
Currency redemption | CHF |
Perf. since issue | +96.88% |
Year to date (YTD) | n.a. |
1 month | +172.73% |
3 months | +275.00% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.16 |
Underlying price on issue | 186.32 |
Premium | 0.14% |
Premium p.a. | 0.18% |
Leverage | 6.21 |
Implied volatility | 0.26 |
ISIN | CH1305134954 |
Symbol | AAP6BZ |
Security | 130513495 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.03.2025 |
Underlying | Apple Rg, US0378331005 |
Underlying ISIN | US0378331005 |
Strike | 230.00 |
C/P type | call |
Subscription ratio | 50.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 50 |
Value day | 31.01.2024 |
Premium | 14.34% |
Premium p.a. | 18.49% |
Leverage | 12.21 |
Implied volatility | 25.97% |
Moneyness | out-of-the-money |
Leverage | 6.2135 |
Delta | 0.5087 |
Gamma | 0.0002 |
Theta | -0.0008 |
Rho | 0.0127 |
Vega | 0.0135 |
Fair value | 0.32 |
Intrinsic value | n.a. |
Break-even | 247.74 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Lonza Group | 479.40 |
Swiss Life Hldg | 645.80 |
ABB Ltd | 50.92 |
Givaudan | 4'342.00 |
UBS | 27.69 |
Name | Price |
---|---|
NOVARTIS N | 92.94 |
Compagnie Financi... | 141.30 |
Nestlé SA | 94.60 |
Alcon AG | 78.34 |
SONOVA HLDG N | 271.10 |