Last price paid | 0.11 | |
Change | +10.00% [ +0.01 ] | |
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 | -41.67% |
Year to date (YTD) | n.a. |
1 month | +22.22% |
3 months | -26.67% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.18 |
Underlying price on issue | 170.60 |
Premium | 0.26% |
Premium p.a. | 0.50% |
Leverage | 7.79 |
Implied volatility | 0.33 |
ISIN | CH1305135753 |
Symbol | AMZ63Z |
Security | 130513575 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.03.2025 |
Underlying | Amazon.Com Rg, US0231351067 |
Underlying ISIN | US0231351067 |
Strike | 230.00 |
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 | 26.40% |
Premium p.a. | 50.45% |
Leverage | 30.05 |
Implied volatility | 33.01% |
Moneyness | out-of-the-money |
Leverage | 7.7890 |
Delta | 0.2592 |
Gamma | 0.0002 |
Theta | -0.0007 |
Rho | 0.0037 |
Vega | 0.0074 |
Fair value | 0.11 |
Intrinsic value | n.a. |
Break-even | 236.22 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
ROCHE GS | 267.00 |
LOGITECH INT. | 73.48 |
Holcim | 82.52 |
SWISSCOM N | 548.50 |
NOVARTIS N | 97.76 |
Name | Price |
---|---|
Lonza Group | 524.60 |
KUEHNE & NAGEL | 240.00 |
Alcon AG | 81.48 |
SONOVA HLDG N | 296.60 |
Givaudan | 4'474.00 |