Last price paid | 0.27 | |
Change | +12.50% [ +0.03 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | 300'000.00 Unit | |
Date/time | 07.06.2024 17:15 |
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 | +71.05% |
Year to date (YTD) | n.a. |
1 month | +390.91% |
3 months | +12.50% |
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 | 16.94 |
Implied volatility | 0.17 |
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 | 0.25% |
Premium p.a. | 4.30% |
Leverage | 18.65 |
Implied volatility | 16.78% |
Moneyness | in-the-money |
Leverage | 16.9401 |
Delta | 0.9085 |
Gamma | 0.0004 |
Theta | -0.0011 |
Rho | 0.0030 |
Vega | 0.0023 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 243.00 |
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 |