Last price paid | 0.16 | |
Change | +33.33% [ +0.04 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 10.05.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 11.03.2024 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | +10.00% |
Year to date (YTD) | n.a. |
1 month | +6.67% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.15 |
Underlying price on issue | 4'903.05 |
Premium | 0.03% |
Premium p.a. | 0.24% |
Leverage | 42.66 |
Implied volatility | 0.11 |
ISIN | CH1305142171 |
Symbol | SX5EPZ |
Security | 130514217 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | EURO STOXX 50 Price EUR, EU0009658145 |
Underlying ISIN | EU0009658145 |
Strike | 5'200.00 |
C/P type | call |
Subscription ratio | 200.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | European |
Delivery of securities | Automatic |
Minimum execution | 200 |
Value day | 04.03.2024 |
Premium | 3.07% |
Premium p.a. | 24.34% |
Leverage | 150.67 |
Implied volatility | 10.82% |
Moneyness | out-of-the-money |
Leverage | 42.6612 |
Delta | 0.2831 |
Gamma | 0.0000 |
Theta | -0.0048 |
Rho | 0.0085 |
Vega | 0.0298 |
Fair value | 0.17 |
Intrinsic value | n.a. |
Break-even | 5'233.70 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
LOGITECH INT. | 78.16 |
ABB Ltd | 47.81 |
Givaudan | 4'104.00 |
ROCHE GS | 227.80 |
Alcon AG | 74.34 |
Name | Price |
---|---|
Holcim | 78.26 |
Lonza Group | 516.40 |
Partners Group Ho... | 1'238.50 |
Swiss Re | 104.85 |
SONOVA HLDG N | 267.70 |