Last price paid | 0.02 | |
Change | -20.00% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 24.04.2024 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 | -50.00% |
Year to date (YTD) | n.a. |
1 month | n.a. |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.03 |
Underlying price on issue | 14.24 |
Premium | 0.67% |
Premium p.a. | 5.82% |
Leverage | 3.77 |
Implied volatility | 1.62 |
ISIN | CH1305135514 |
Symbol | EVT8EZ |
Security | 130513551 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Evotec I, DE0005664809 |
Underlying ISIN | DE0005664809 |
Strike | 16.00 |
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 | 66.94% |
Premium p.a. | 581.74% |
Leverage | 13.20 |
Implied volatility | 162.01% |
Moneyness | out-of-the-money |
Leverage | 3.7739 |
Delta | 0.2860 |
Gamma | 0.0013 |
Theta | -0.0004 |
Rho | 0.0000 |
Vega | 0.0002 |
Fair value | 0.02 |
Intrinsic value | n.a. |
Break-even | 16.76 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Compagnie Financi... | 145.10 |
LOGITECH INT. | 83.26 |
Swiss Re | 109.05 |
Givaudan | 4'155.00 |
NOVARTIS N | 93.53 |
Name | Price |
---|---|
Alcon AG | 79.60 |
ABB Ltd | 47.16 |
GEBERIT N | 559.80 |
Partners Group Ho... | 1'266.50 |
SONOVA HLDG N | 295.10 |