Last price paid | 0.015 | |
Change | -25.00% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 13.06.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 12.02.2024 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | -88.33% |
Year to date (YTD) | n.a. |
1 month | -70.00% |
3 months | -83.33% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.09 |
Underlying price on issue | 170.60 |
Premium | 0.08% |
Premium p.a. | 4.06% |
Leverage | 36.74 |
Implied volatility | 0.42 |
ISIN | CH1305135688 |
Symbol | AMZ6UZ |
Security | 130513568 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
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 | 7.79% |
Premium p.a. | 405.94% |
Leverage | 316.35 |
Implied volatility | 41.70% |
Moneyness | out-of-the-money |
Leverage | 36.7448 |
Delta | 0.1162 |
Gamma | 0.0004 |
Theta | -0.0026 |
Rho | 0.0001 |
Vega | 0.0009 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 200.59 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Sika AG | 260.60 |
KUEHNE & NAGEL | 260.60 |
SONOVA HLDG N | 274.20 |
Lonza Group | 488.00 |
Alcon AG | 80.32 |
Name | Price |
---|---|
Compagnie Financi... | 142.45 |
ROCHE GS | 250.10 |
Swiss Re | 111.10 |
ZURICH INSURANCE | 479.80 |
Nestlé SA | 92.88 |