Last price paid | 0.07 | |
Change | +27.27% [ +0.02 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 14.05.2024 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 | -91.89% |
Year to date (YTD) | n.a. |
1 month | -79.41% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.74 |
Underlying price on issue | 24.22 |
Premium | 0.21% |
Premium p.a. | 1.84% |
Leverage | 12.77 |
Implied volatility | 0.47 |
ISIN | CH1305139532 |
Symbol | PLTCWZ |
Security | 130513953 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Palantir Tchnl-A Rg, US69608A1088 |
Underlying ISIN | US69608A1088 |
Strike | 26.00 |
C/P type | call |
Subscription ratio | 4.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 4 |
Value day | 22.02.2024 |
Premium | 21.20% |
Premium p.a. | 184.23% |
Leverage | 82.11 |
Implied volatility | 47.45% |
Moneyness | out-of-the-money |
Leverage | 12.7710 |
Delta | 0.1555 |
Gamma | 0.0188 |
Theta | -0.0024 |
Rho | 0.0008 |
Vega | 0.0040 |
Fair value | 0.06 |
Intrinsic value | n.a. |
Break-even | 26.26 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Compagnie Financi... | 145.10 |
Swiss Re | 109.95 |
LOGITECH INT. | 82.68 |
NOVARTIS N | 93.76 |
ROCHE GS | 237.00 |
Name | Price |
---|---|
Partners Group Ho... | 1'259.50 |
ABB Ltd | 47.10 |
Alcon AG | 80.10 |
GEBERIT N | 561.40 |
SONOVA HLDG N | 295.50 |