Last price paid | n.a. | |
Change | -25.00% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | n.a. n.a. |
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 | -96.11% |
Year to date (YTD) | n.a. |
1 month | -86.36% |
3 months | -95.71% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.27 |
Underlying price on issue | 120.16 |
Premium | 0.11% |
Premium p.a. | 5.69% |
Leverage | 35.41 |
Implied volatility | 0.48 |
ISIN | CH1305137668 |
Symbol | VOWXSZ |
Security | 130513766 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Volkswagen Vz I, DE0007664039 |
Underlying ISIN | DE0007664039 |
Strike | 125.00 |
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 | 10.91% |
Premium p.a. | 569.01% |
Leverage | 512.56 |
Implied volatility | 48.00% |
Moneyness | out-of-the-money |
Leverage | 35.4061 |
Delta | 0.0691 |
Gamma | 0.0009 |
Theta | -0.0032 |
Rho | 0.0001 |
Vega | 0.0010 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 125.22 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Compagnie Financi... | 131.15 |
LOGITECH INT. | 74.76 |
UBS | 26.20 |
Partners Group Ho... | 1'259.00 |
Lonza Group | 540.40 |
Name | Price |
---|---|
NOVARTIS N | 97.90 |
Givaudan | 4'609.00 |
KUEHNE & NAGEL | 231.90 |
GEBERIT N | 559.60 |
ZURICH INSURANCE | 515.40 |