Last price paid | 0.44 | |
Change | +2.33% [ +0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 28.06.2024 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 | +30.88% |
Year to date (YTD) | n.a. |
1 month | +34.38% |
3 months | +22.86% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.34 |
Underlying price on issue | 170.60 |
Premium | 0.15% |
Premium p.a. | 0.20% |
Leverage | 4.63 |
Implied volatility | 0.34 |
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 | 14.80% |
Premium p.a. | 19.79% |
Leverage | 7.91 |
Implied volatility | 34.17% |
Moneyness | out-of-the-money |
Leverage | 4.6278 |
Delta | 0.5853 |
Gamma | 0.0001 |
Theta | -0.0010 |
Rho | 0.0121 |
Vega | 0.0119 |
Fair value | 0.45 |
Intrinsic value | n.a. |
Break-even | 224.76 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Partners Group Ho... | 1'153.00 |
SWISSCOM N | 504.50 |
NOVARTIS N | 96.05 |
Lonza Group | 489.50 |
UBS | 26.50 |
Name | Price |
---|---|
Givaudan | 4'247.00 |
GEBERIT N | 529.80 |
Compagnie Financi... | 140.25 |
Sika AG | 257.00 |
Nestlé SA | 91.74 |