Last price paid | 0.26 | |
Change | +8.33% [ +0.02 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 17.09.2024 17:20 |
Fixing | 21.03.2025 |
Settlement date | 12.02.2024 |
Last trading | 21.03.2025 |
Final fixing | 21.03.2025 |
Currency redemption | CHF |
Perf. since issue | -22.06% |
Year to date (YTD) | n.a. |
1 month | +23.81% |
3 months | -16.13% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.34 |
Underlying price on issue | 170.60 |
Premium | 0.12% |
Premium p.a. | 0.24% |
Leverage | 6.33 |
Implied volatility | 0.31 |
ISIN | CH1305135738 |
Symbol | AMZNYZ |
Security | 130513573 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.03.2025 |
Underlying | Amazon.Com Rg, US0231351067 |
Underlying ISIN | US0231351067 |
Strike | 200.00 |
C/P type | call |
Subscription ratio | 50.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 50 |
Value day | 05.02.2024 |
Premium | 12.16% |
Premium p.a. | 23.98% |
Leverage | 12.28 |
Implied volatility | 31.23% |
Moneyness | out-of-the-money |
Leverage | 6.3335 |
Delta | 0.5158 |
Gamma | 0.0002 |
Theta | -0.0010 |
Rho | 0.0072 |
Vega | 0.0092 |
Fair value | 0.27 |
Intrinsic value | n.a. |
Break-even | 215.66 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Compagnie Financi... | 118.75 |
SONOVA HLDG N | 292.70 |
Swiss Re | 117.30 |
Nestlé SA | 84.00 |
KUEHNE & NAGEL | 233.90 |
Name | Price |
---|---|
NOVARTIS N | 98.50 |
Lonza Group | 534.00 |
Holcim | 83.00 |
LOGITECH INT. | 72.70 |
Alcon AG | 83.28 |