Last price paid | 0.34 | |
Change | -8.11% [ -0.03 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 12.06.2024 17:20 |
Fixing | 20.09.2024 |
Settlement date | 11.03.2024 |
Last trading | 20.09.2024 |
Final fixing | 20.09.2024 |
Currency redemption | CHF |
Perf. since issue | -11.84% |
Year to date (YTD) | n.a. |
1 month | +54.55% |
3 months | -24.44% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.38 |
Underlying price on issue | 273.90 |
Premium | 0.04% |
Premium p.a. | 0.13% |
Leverage | 9.50 |
Implied volatility | 0.25 |
ISIN | CH1305142353 |
Symbol | SOOLIZ |
Security | 130514235 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.09.2024 |
Underlying | Sonova Hldg N, CH0012549785 |
Underlying ISIN | CH0012549785 |
Strike | 280.00 |
C/P type | call |
Subscription ratio | 50.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 50 |
Value day | 04.03.2024 |
Premium | 3.90% |
Premium p.a. | 13.32% |
Leverage | 17.05 |
Implied volatility | 25.09% |
Moneyness | in-the-money |
Leverage | 9.4953 |
Delta | 0.5569 |
Gamma | 0.0002 |
Theta | -0.0012 |
Rho | 0.0065 |
Vega | 0.0120 |
Fair value | 0.22 |
Intrinsic value | n.a. |
Break-even | 296.75 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
ABB Ltd | 51.52 |
Partners Group Ho... | 1'189.00 |
Holcim | 81.88 |
LOGITECH INT. | 90.94 |
Alcon AG | 82.10 |
Name | Price |
---|---|
Lonza Group | 485.10 |
SWISSCOM N | 492.60 |
SONOVA HLDG N | 285.60 |
Givaudan | 4'360.00 |
KUEHNE & NAGEL | 259.90 |