Last price paid | 0.27 | |
Change | -6.90% [ -0.02 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 28.05.2024 17:20 |
Fixing | 20.09.2024 |
Settlement date | 19.02.2024 |
Last trading | 20.09.2024 |
Final fixing | 20.09.2024 |
Currency redemption | CHF |
Perf. since issue | +47.22% |
Year to date (YTD) | n.a. |
1 month | -15.63% |
3 months | +12.50% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.18 |
Underlying price on issue | 4'736.05 |
Premium | 0.06% |
Premium p.a. | 0.19% |
Leverage | 24.00 |
Implied volatility | 0.12 |
ISIN | CH1305136595 |
Symbol | SX5COZ |
Security | 130513659 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.09.2024 |
Underlying | EURO STOXX 50 Price EUR, EU0009658145 |
Underlying ISIN | EU0009658145 |
Strike | 5'300.00 |
C/P type | call |
Subscription ratio | 200.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | European |
Delivery of securities | Automatic |
Minimum execution | 200 |
Value day | 12.02.2024 |
Premium | 6.44% |
Premium p.a. | 19.26% |
Leverage | 94.02 |
Implied volatility | 12.40% |
Moneyness | out-of-the-money |
Leverage | 23.9981 |
Delta | 0.2552 |
Gamma | 0.0000 |
Theta | -0.0035 |
Rho | 0.0193 |
Vega | 0.0461 |
Fair value | 0.27 |
Intrinsic value | n.a. |
Break-even | 5'353.49 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
SWISSCOM N | 491.80 |
KUEHNE & NAGEL | 251.20 |
Compagnie Financi... | 143.80 |
UBS | 28.31 |
ABB Ltd | 49.60 |
Name | Price |
---|---|
Lonza Group | 495.20 |
Sika AG | 276.10 |
Partners Group Ho... | 1'206.50 |
Alcon AG | 80.86 |
GEBERIT N | 560.60 |