Last price paid | 0.02 | |
Change | -33.33% [ -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 | 23.02.2024 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | -70.00% |
Year to date (YTD) | n.a. |
1 month | -69.23% |
3 months | -85.71% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.10 |
Underlying price on issue | 100.01 |
Premium | 0.02% |
Premium p.a. | 0.69% |
Leverage | 20.34 |
Implied volatility | 0.37 |
ISIN | CH1305137692 |
Symbol | WCHIOZ |
Security | 130513769 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Wacker Chemie I, DE000WCH8881 |
Underlying ISIN | DE000WCH8881 |
Strike | 100.00 |
C/P type | call |
Subscription ratio | 100.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 100 |
Value day | 16.02.2024 |
Premium | 1.52% |
Premium p.a. | 69.28% |
Leverage | 32.33 |
Implied volatility | 37.01% |
Moneyness | in-the-money |
Leverage | 20.3366 |
Delta | 0.6291 |
Gamma | 0.0007 |
Theta | -0.0013 |
Rho | 0.0001 |
Vega | 0.0005 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 103.14 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Partners Group Ho... | 1'177.50 |
Sika AG | 261.40 |
GEBERIT N | 544.00 |
Swiss Re | 112.85 |
Holcim | 82.50 |
Name | Price |
---|---|
KUEHNE & NAGEL | 259.00 |
Compagnie Financi... | 139.75 |
NOVARTIS N | 93.59 |
Nestlé SA | 94.32 |
ROCHE GS | 249.70 |