Last price paid | 0.015 | |
Change | -25.00% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 28.05.2024 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 | n.a. |
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. | 1.27% |
Leverage | 21.79 |
Implied volatility | 0.33 |
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 | 7.65% |
Premium p.a. | 126.93% |
Leverage | 91.11 |
Implied volatility | 33.15% |
Moneyness | out-of-the-money |
Leverage | 21.7869 |
Delta | 0.2391 |
Gamma | 0.0070 |
Theta | -0.0008 |
Rho | 0.0002 |
Vega | 0.0010 |
Fair value | 0.02 |
Intrinsic value | n.a. |
Break-even | 30.31 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
LOGITECH INT. | 90.94 |
UBS | 28.40 |
Compagnie Financi... | 148.80 |
KUEHNE & NAGEL | 269.90 |
Lonza Group | 505.20 |
Name | Price |
---|---|
Partners Group Ho... | 1'182.50 |
Givaudan | 4'321.00 |
SWISSCOM N | 508.00 |
SONOVA HLDG N | 290.20 |
Sika AG | 274.00 |