Last price paid | 0.24 | |
Change | +4.35% [ +0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 12.06.2024 17:20 |
Fixing | 17.01.2025 |
Settlement date | 12.02.2024 |
Last trading | 17.01.2025 |
Final fixing | 17.01.2025 |
Currency redemption | CHF |
Perf. since issue | -21.67% |
Year to date (YTD) | n.a. |
1 month | +14.29% |
3 months | -45.45% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.30 |
Underlying price on issue | 472.02 |
Premium | 0.42% |
Premium p.a. | 0.69% |
Leverage | 7.09 |
Implied volatility | 0.37 |
ISIN | CH1305135902 |
Symbol | METJIZ |
Security | 130513590 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.01.2025 |
Underlying | Meta Platforms N, US30303M1027 |
Underlying ISIN | US30303M1027 |
Strike | 700.00 |
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 | 42.46% |
Premium p.a. | 69.19% |
Leverage | 37.98 |
Implied volatility | 37.40% |
Moneyness | out-of-the-money |
Leverage | 7.0948 |
Delta | 0.1868 |
Gamma | 0.0000 |
Theta | -0.0018 |
Rho | 0.0088 |
Vega | 0.0188 |
Fair value | 0.24 |
Intrinsic value | n.a. |
Break-even | 713.18 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
UBS | 27.50 |
Swiss Re | 110.15 |
ZURICH INSURANCE | 475.60 |
ABB Ltd | 50.32 |
Swiss Life Hldg | 637.60 |
Name | Price |
---|---|
Alcon AG | 78.56 |
SONOVA HLDG N | 271.70 |
Lonza Group | 472.80 |
NOVARTIS N | 93.54 |
Compagnie Financi... | 142.10 |