Last price paid | 0.62 | |
Change | -1.59% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | 30'000.00 Unit | |
Date/time | 17.06.2024 17:15 |
Fixing | 21.03.2025 |
Settlement date | 11.03.2024 |
Last trading | 21.03.2025 |
Final fixing | 21.03.2025 |
Currency redemption | CHF |
Perf. since issue | +117.74% |
Year to date (YTD) | n.a. |
1 month | +87.88% |
3 months | +181.82% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.31 |
Underlying price on issue | 178.48 |
Premium | 0.08% |
Premium p.a. | 0.10% |
Leverage | 4.31 |
Implied volatility | 0.29 |
ISIN | CH1305141207 |
Symbol | AAPLBZ |
Security | 130514120 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.03.2025 |
Underlying | Apple Rg, US0378331005 |
Underlying ISIN | US0378331005 |
Strike | 195.00 |
C/P type | call |
Subscription ratio | 50.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 50 |
Value day | 04.03.2024 |
Premium | 7.55% |
Premium p.a. | 9.74% |
Leverage | 5.70 |
Implied volatility | 28.67% |
Moneyness | in-the-money |
Leverage | 4.3052 |
Delta | 0.7556 |
Gamma | 0.0001 |
Theta | -0.0008 |
Rho | 0.0173 |
Vega | 0.0105 |
Fair value | 0.29 |
Intrinsic value | n.a. |
Break-even | 233.03 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Lonza Group | 479.50 |
Swiss Life Hldg | 646.20 |
ABB Ltd | 50.86 |
Sika AG | 256.50 |
Swiss Re | 111.05 |
Name | Price |
---|---|
Compagnie Financi... | 140.75 |
Nestlé SA | 94.64 |
NOVARTIS N | 93.36 |
SONOVA HLDG N | 271.60 |
Alcon AG | 78.60 |