Last price paid | 0.43 | |
Change | -4.44% [ -0.02 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 17.06.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 28.02.2024 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | +134.21% |
Year to date (YTD) | n.a. |
1 month | +79.17% |
3 months | +65.38% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.19 |
Underlying price on issue | 229.93 |
Premium | 0.01% |
Premium p.a. | 0.19% |
Leverage | 11.89 |
Implied volatility | 0.40 |
ISIN | CH1305138948 |
Symbol | ROG7ZZ |
Security | 130513894 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Roche Hldg G, CH0012032048 |
Underlying ISIN | CH0012032048 |
Strike | 230.00 |
C/P type | call |
Subscription ratio | 40.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 40 |
Value day | 21.02.2024 |
Premium | 0.53% |
Premium p.a. | 19.25% |
Leverage | 13.85 |
Implied volatility | 40.24% |
Moneyness | in-the-money |
Leverage | 11.8932 |
Delta | 0.8588 |
Gamma | 0.0003 |
Theta | -0.0048 |
Rho | 0.0013 |
Vega | 0.0023 |
Fair value | 0.03 |
Intrinsic value | n.a. |
Break-even | 247.80 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Swiss Life Hldg | 647.40 |
Lonza Group | 478.60 |
Swiss Re | 111.40 |
ABB Ltd | 50.82 |
Partners Group Ho... | 1'155.50 |
Name | Price |
---|---|
Compagnie Financi... | 141.40 |
NOVARTIS N | 93.18 |
Nestlé SA | 94.74 |
SONOVA HLDG N | 270.70 |
Alcon AG | 78.52 |