Last price paid | 0.04 | |
Change | -11.11% [ 0.00 ] | |
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 | -65.00% |
Year to date (YTD) | n.a. |
1 month | -46.67% |
3 months | -66.67% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.10 |
Underlying price on issue | 100.01 |
Premium | 0.04% |
Premium p.a. | 0.67% |
Leverage | 14.30 |
Implied volatility | 0.38 |
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 | 3.84% |
Premium p.a. | 66.78% |
Leverage | 27.61 |
Implied volatility | 37.86% |
Moneyness | out-of-the-money |
Leverage | 14.3044 |
Delta | 0.5180 |
Gamma | 0.0005 |
Theta | -0.0009 |
Rho | 0.0003 |
Vega | 0.0009 |
Fair value | 0.04 |
Intrinsic value | n.a. |
Break-even | 103.61 |
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 |