Last price paid | 0.015 | |
Change | -25.00% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 14.06.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 12.03.2024 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | -95.25% |
Year to date (YTD) | n.a. |
1 month | -66.67% |
3 months | -90.63% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.20 |
Underlying price on issue | 175.00 |
Premium | 0.08% |
Premium p.a. | 2.52% |
Leverage | 54.05 |
Implied volatility | 0.26 |
ISIN | CH1305142817 |
Symbol | SAPWNZ |
Security | 130514281 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | SAP I, DE0007164600 |
Underlying ISIN | DE0007164600 |
Strike | 190.00 |
C/P type | call |
Subscription ratio | 20.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 20 |
Value day | 05.03.2024 |
Premium | 7.59% |
Premium p.a. | 251.87% |
Leverage | 888.93 |
Implied volatility | 25.85% |
Moneyness | out-of-the-money |
Leverage | 54.0534 |
Delta | 0.0608 |
Gamma | 0.0008 |
Theta | -0.0020 |
Rho | 0.0001 |
Vega | 0.0017 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 190.20 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
UBS | 27.32 |
Swiss Life Hldg | 636.00 |
ABB Ltd | 50.12 |
Swiss Re | 109.40 |
ZURICH INSURANCE | 473.30 |
Name | Price |
---|---|
Alcon AG | 78.56 |
Compagnie Financi... | 141.25 |
NOVARTIS N | 93.38 |
SONOVA HLDG N | 272.30 |
ROCHE GS | 244.40 |