Last price paid | 0.001 | |
Change | -93.33% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | 20'000.00 Unit | |
Date/time | 21.06.2024 12:00 |
Fixing | 21.06.2024 |
Settlement date | 07.03.2024 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | -90.83% |
Year to date (YTD) | n.a. |
1 month | -97.14% |
3 months | -96.67% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.06 |
Underlying price on issue | 1.30 |
Premium | 0.07% |
Premium p.a. | 3.86% |
Leverage | 15.13 |
Implied volatility | 0.76 |
ISIN | CH1305140761 |
Symbol | AMS6WZ |
Security | 130514076 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | ams-OSRAM N, AT0000A18XM4 |
Underlying ISIN | AT0000A18XM4 |
Strike | 1.30 |
C/P type | call |
Subscription ratio | 5.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 5 |
Value day | 29.02.2024 |
Premium | 7.40% |
Premium p.a. | 386.01% |
Leverage | 44.95 |
Implied volatility | 76.28% |
Moneyness | out-of-the-money |
Leverage | 15.1252 |
Delta | 0.3365 |
Gamma | 0.5585 |
Theta | -0.0007 |
Rho | 0.0000 |
Vega | 0.0001 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 1.33 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Compagnie Financi... | 144.35 |
Sika AG | 257.10 |
Givaudan | 4'347.00 |
NOVARTIS N | 95.89 |
SWISSCOM N | 505.50 |
Name | Price |
---|---|
UBS | 26.51 |
Partners Group Ho... | 1'152.00 |
GEBERIT N | 540.40 |
ABB Ltd | 49.67 |
Alcon AG | 80.08 |