Last price paid | 0.02 | |
Change | -33.33% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 31.05.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 29.02.2024 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | -95.65% |
Year to date (YTD) | n.a. |
1 month | -63.64% |
3 months | -95.45% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.46 |
Underlying price on issue | 479.33 |
Premium | 0.16% |
Premium p.a. | 2.31% |
Leverage | 26.64 |
Implied volatility | 0.34 |
ISIN | CH1305139623 |
Symbol | METG8Z |
Security | 130513962 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Meta Platforms N, US30303M1027 |
Underlying ISIN | US30303M1027 |
Strike | 540.00 |
C/P type | call |
Subscription ratio | 50.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 50 |
Value day | 22.02.2024 |
Premium | 15.80% |
Premium p.a. | 230.64% |
Leverage | 421.86 |
Implied volatility | 34.39% |
Moneyness | out-of-the-money |
Leverage | 26.6444 |
Delta | 0.0632 |
Gamma | 0.0001 |
Theta | -0.0019 |
Rho | 0.0003 |
Vega | 0.0027 |
Fair value | 0.02 |
Intrinsic value | n.a. |
Break-even | 541.11 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Givaudan | 4'167.00 |
LOGITECH INT. | 88.70 |
Partners Group Ho... | 1'200.00 |
NOVARTIS N | 92.91 |
Swiss Re | 114.45 |