Last price paid | 0.025 | |
Change | -16.67% [ 0.00 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 21.05.2024 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 | -78.57% |
Year to date (YTD) | n.a. |
1 month | -16.67% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.07 |
Underlying price on issue | 27.94 |
Premium | 0.08% |
Premium p.a. | 0.80% |
Leverage | 21.86 |
Implied volatility | 0.26 |
ISIN | CH1305142593 |
Symbol | BAYIDZ |
Security | 130514259 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Bayer N, DE000BAY0017 |
Underlying ISIN | DE000BAY0017 |
Strike | 30.00 |
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 | 7.90% |
Premium p.a. | 80.06% |
Leverage | 92.76 |
Implied volatility | 25.95% |
Moneyness | out-of-the-money |
Leverage | 21.8556 |
Delta | 0.2356 |
Gamma | 0.0068 |
Theta | -0.0005 |
Rho | 0.0003 |
Vega | 0.0013 |
Fair value | 0.02 |
Intrinsic value | n.a. |
Break-even | 30.30 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
ABB Ltd | 49.03 |
LOGITECH INT. | 87.56 |
UBS | 27.97 |
Swiss Re | 111.90 |
ROCHE GS | 234.40 |
Name | Price |
---|---|
Nestlé SA | 93.94 |
KUEHNE & NAGEL | 243.90 |
SWISSCOM N | 495.20 |
Partners Group Ho... | 1'257.50 |
Holcim | 79.18 |