Last price paid | 0.34 | |
Change | +6.25% [ +0.02 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 22.05.2024 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 | +1.47% |
Year to date (YTD) | n.a. |
1 month | +6.25% |
3 months | +13.33% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.34 |
Underlying price on issue | 170.60 |
Premium | 0.20% |
Premium p.a. | 0.23% |
Leverage | 4.92 |
Implied volatility | 0.33 |
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 | 19.51% |
Premium p.a. | 23.04% |
Leverage | 9.71 |
Implied volatility | 32.88% |
Moneyness | out-of-the-money |
Leverage | 4.9177 |
Delta | 0.5062 |
Gamma | 0.0002 |
Theta | -0.0009 |
Rho | 0.0114 |
Vega | 0.0123 |
Fair value | 0.35 |
Intrinsic value | n.a. |
Break-even | 218.85 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
ABB Ltd | 48.80 |
Compagnie Financi... | 142.40 |
LOGITECH INT. | 87.42 |
Swiss Re | 112.10 |
UBS | 27.84 |
Name | Price |
---|---|
Nestlé SA | 93.74 |
Partners Group Ho... | 1'251.50 |
SWISSCOM N | 495.40 |
KUEHNE & NAGEL | 244.90 |
SONOVA HLDG N | 291.10 |