Last price paid | 0.055 | |
Change | -31.25% [ -0.03 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 07.06.2024 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 | -28.57% |
Year to date (YTD) | n.a. |
1 month | +10.00% |
3 months | +10.00% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.07 |
Underlying price on issue | 31.90 |
Premium | 0.03% |
Premium p.a. | 0.46% |
Leverage | 18.13 |
Implied volatility | 0.28 |
ISIN | CH1305137718 |
Symbol | RWEDQZ |
Security | 130513771 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | RWE I, DE0007037129 |
Underlying ISIN | DE0007037129 |
Strike | 34.00 |
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 | 2.64% |
Premium p.a. | 45.95% |
Leverage | 33.06 |
Implied volatility | 28.45% |
Moneyness | in-the-money |
Leverage | 18.1310 |
Delta | 0.5484 |
Gamma | 0.0088 |
Theta | -0.0012 |
Rho | 0.0005 |
Vega | 0.0016 |
Fair value | 0.04 |
Intrinsic value | n.a. |
Break-even | 35.03 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
ROCHE GS | 242.60 |
Compagnie Financi... | 150.10 |
Swiss Re | 113.65 |
Holcim | 79.98 |
Alcon AG | 82.16 |
Name | Price |
---|---|
Partners Group Ho... | 1'165.00 |
Lonza Group | 500.20 |
Sika AG | 270.90 |
GEBERIT N | 550.80 |
SWISSCOM N | 503.50 |