Last price paid | 0.53 | |
Change | +3.92% [ +0.02 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 21.06.2024 12:05 |
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 | +184.21% |
Year to date (YTD) | n.a. |
1 month | +152.38% |
3 months | +231.25% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.19 |
Underlying price on issue | 229.93 |
Premium | 0.00% |
Premium p.a. | 0.04% |
Leverage | 11.29 |
Implied volatility | 0.34 |
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 | 0.08% |
Premium p.a. | 4.15% |
Leverage | 11.64 |
Implied volatility | 34.43% |
Moneyness | in-the-money |
Leverage | 11.2903 |
Delta | 0.9700 |
Gamma | 0.0001 |
Theta | -0.0015 |
Rho | 0.0011 |
Vega | 0.0006 |
Fair value | 0.00 |
Intrinsic value | n.a. |
Break-even | 251.60 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
SONOVA HLDG N | 274.80 |
Sika AG | 260.00 |
KUEHNE & NAGEL | 260.40 |
Lonza Group | 486.30 |
GEBERIT N | 541.00 |
Name | Price |
---|---|
Compagnie Financi... | 142.15 |
ROCHE GS | 249.60 |
Nestlé SA | 92.90 |
ZURICH INSURANCE | 480.20 |
Swiss Re | 111.50 |