Last price paid | 0.58 | |
Change | -3.33% [ -0.02 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 23.05.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 23.02.2024 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | +354.17% |
Year to date (YTD) | n.a. |
1 month | -4.92% |
3 months | +262.50% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.12 |
Underlying price on issue | 54.71 |
Premium | 0.01% |
Premium p.a. | 0.07% |
Leverage | 5.67 |
Implied volatility | 0.39 |
ISIN | CH1305137734 |
Symbol | BNPNVZ |
Security | 130513773 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | BNP Paribas Br-A, FR0000131104 |
Underlying ISIN | FR0000131104 |
Strike | 56.00 |
C/P type | call |
Subscription ratio | 20.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 20 |
Value day | 16.02.2024 |
Premium | 0.67% |
Premium p.a. | 6.95% |
Leverage | 6.06 |
Implied volatility | 39.04% |
Moneyness | in-the-money |
Leverage | 5.6654 |
Delta | 0.9352 |
Gamma | 0.0008 |
Theta | -0.0010 |
Rho | 0.0024 |
Vega | 0.0013 |
Fair value | 0.02 |
Intrinsic value | n.a. |
Break-even | 66.98 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Compagnie Financi... | 143.25 |
KUEHNE & NAGEL | 245.20 |
Lonza Group | 514.40 |
Partners Group Ho... | 1'225.00 |
Holcim | 79.54 |
Name | Price |
---|---|
NOVARTIS N | 91.54 |
LOGITECH INT. | 86.94 |
Alcon AG | 81.94 |
ZURICH INSURANCE | 467.80 |
SONOVA HLDG N | 295.80 |