Last price paid | 0.03 | |
Change | +20.00% [ 0.00 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 15.05.2024 17:20 |
Fixing | 20.09.2024 |
Settlement date | 07.03.2024 |
Last trading | 20.09.2024 |
Final fixing | 20.09.2024 |
Currency redemption | CHF |
Perf. since issue | -12.50% |
Year to date (YTD) | n.a. |
1 month | n.a. |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.04 |
Underlying price on issue | 1.30 |
Premium | 0.37% |
Premium p.a. | 1.14% |
Leverage | 3.52 |
Implied volatility | 0.88 |
ISIN | CH1305140795 |
Symbol | AMSIZZ |
Security | 130514079 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.09.2024 |
Underlying | ams-OSRAM N, AT0000A18XM4 |
Underlying ISIN | AT0000A18XM4 |
Strike | 1.80 |
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 | 37.20% |
Premium p.a. | 114.10% |
Leverage | 8.23 |
Implied volatility | 88.41% |
Moneyness | out-of-the-money |
Leverage | 3.5234 |
Delta | 0.4283 |
Gamma | 0.1080 |
Theta | -0.0002 |
Rho | 0.0003 |
Vega | 0.0006 |
Fair value | 0.04 |
Intrinsic value | n.a. |
Break-even | 1.98 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Swiss Re | 114.70 |
NOVARTIS N | 93.17 |
KUEHNE & NAGEL | 255.50 |
SWISSCOM N | 498.20 |
Nestlé SA | 95.56 |
Name | Price |
---|---|
Sika AG | 272.90 |
GEBERIT N | 550.40 |
Holcim | 78.78 |
Lonza Group | 486.40 |
Partners Group Ho... | 1'206.00 |