Last price paid | 0.33 | |
Change | +6.45% [ +0.02 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 15.05.2024 17:20 |
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 | +8.06% |
Year to date (YTD) | n.a. |
1 month | +32.00% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.31 |
Underlying price on issue | 178.48 |
Premium | 0.12% |
Premium p.a. | 0.14% |
Leverage | 5.90 |
Implied volatility | 0.24 |
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 | 12.42% |
Premium p.a. | 14.39% |
Leverage | 10.29 |
Implied volatility | 24.18% |
Moneyness | out-of-the-money |
Leverage | 5.8967 |
Delta | 0.5729 |
Gamma | 0.0002 |
Theta | -0.0007 |
Rho | 0.0142 |
Vega | 0.0125 |
Fair value | 0.34 |
Intrinsic value | n.a. |
Break-even | 213.45 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Compagnie Financi... | 145.15 |
Swiss Re | 110.10 |
LOGITECH INT. | 82.76 |
NOVARTIS N | 93.76 |
ROCHE GS | 237.50 |
Name | Price |
---|---|
Partners Group Ho... | 1'260.00 |
ABB Ltd | 47.11 |
Alcon AG | 80.12 |
GEBERIT N | 561.40 |
SONOVA HLDG N | 295.70 |