Last price paid | 0.02 | |
Change | +33.33% [ +0.01 ] | |
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 | -71.43% |
Year to date (YTD) | n.a. |
1 month | -71.43% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.07 |
Underlying price on issue | 157.04 |
Premium | 0.07% |
Premium p.a. | 0.69% |
Leverage | 30.28 |
Implied volatility | 0.20 |
ISIN | CH1305142973 |
Symbol | AIRX0Z |
Security | 130514297 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Airbus Br Rg, NL0000235190 |
Underlying ISIN | NL0000235190 |
Strike | 168.95 |
C/P type | call |
Subscription ratio | 49.69 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 49.69191 |
Value day | 05.03.2024 |
Premium | 6.83% |
Premium p.a. | 69.23% |
Leverage | 158.36 |
Implied volatility | 19.76% |
Moneyness | out-of-the-money |
Leverage | 30.2796 |
Delta | 0.1912 |
Gamma | 0.0006 |
Theta | -0.0008 |
Rho | 0.0006 |
Vega | 0.0027 |
Fair value | 0.02 |
Intrinsic value | n.a. |
Break-even | 171.01 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
UBS | 28.03 |
Swiss Re | 112.25 |
Compagnie Financi... | 142.35 |
ABB Ltd | 48.69 |
LOGITECH INT. | 87.20 |
Name | Price |
---|---|
Nestlé SA | 93.84 |
Partners Group Ho... | 1'254.00 |
SWISSCOM N | 495.60 |
Lonza Group | 509.40 |
SONOVA HLDG N | 291.10 |