Last price paid | 0.52 | |
Change | -18.75% [ -0.12 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 21.06.2024 12:05 |
Issue price | 0.12 |
Underlying price on issue | 121.32 |
Premium | 0.00% |
Premium p.a. | 0.04% |
Leverage | 12.41 |
Implied volatility | 0.27 |
ISIN | CH1305138575 |
Symbol | SX77RZ |
Security | 130513857 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | EURO STOXX Banks Price, EU0009658426 |
Underlying ISIN | EU0009658426 |
Strike | 125.00 |
C/P type | call |
Subscription ratio | 20.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | European |
Delivery of securities | Automatic |
Minimum execution | 20 |
Value day | 21.02.2024 |
Premium | 0.08% |
Premium p.a. | 4.16% |
Leverage | 12.57 |
Implied volatility | 26.87% |
Moneyness | in-the-money |
Leverage | 12.4091 |
Delta | 0.9875 |
Gamma | 0.0103 |
Theta | -0.0011 |
Rho | 0.0012 |
Vega | 0.0003 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 135.80 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
Name | Price |
---|---|
SONOVA HLDG N | 276.60 |
KUEHNE & NAGEL | 262.30 |
LOGITECH INT. | 88.10 |
Sika AG | 261.00 |
Lonza Group | 490.70 |
Name | Price |
---|---|
ZURICH INSURANCE | 481.70 |
Compagnie Financi... | 143.80 |
Swiss Re | 112.50 |
SWISSCOM N | 506.00 |
ROCHE GS | 253.80 |