Last price paid | 0.02 | |
Change | -20.00% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 22.05.2024 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 | -75.00% |
Year to date (YTD) | n.a. |
1 month | -77.78% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.06 |
Underlying price on issue | 82.02 |
Premium | 0.13% |
Premium p.a. | 2.25% |
Leverage | 11.45 |
Implied volatility | 0.67 |
ISIN | CH1305139631 |
Symbol | P91ZBZ |
Security | 130513963 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | DIF Porsche Vz I, DE000PAG9113 |
Underlying ISIN | DE000PAG9113 |
Strike | 84.00 |
C/P type | call |
Subscription ratio | 100.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 100 |
Value day | 22.02.2024 |
Premium | 12.95% |
Premium p.a. | 225.08% |
Leverage | 48.93 |
Implied volatility | 67.35% |
Moneyness | out-of-the-money |
Leverage | 11.4525 |
Delta | 0.2341 |
Gamma | 0.0003 |
Theta | -0.0007 |
Rho | 0.0001 |
Vega | 0.0005 |
Fair value | 0.02 |
Intrinsic value | n.a. |
Break-even | 85.55 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Compagnie Financi... | 150.35 |
ROCHE GS | 239.80 |
LOGITECH INT. | 90.94 |
Swiss Re | 113.25 |
UBS | 28.39 |
Name | Price |
---|---|
ABB Ltd | 50.12 |
Givaudan | 4'286.00 |
GEBERIT N | 551.80 |
Sika AG | 272.20 |
Swiss Life Hldg | 637.60 |