Last price paid | 0.01 | |
Change | -33.33% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 29.05.2024 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 | -92.14% |
Year to date (YTD) | n.a. |
1 month | -66.67% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.07 |
Underlying price on issue | 157.04 |
Premium | 0.10% |
Premium p.a. | 1.41% |
Leverage | 39.77 |
Implied volatility | 0.22 |
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 | 9.65% |
Premium p.a. | 140.85% |
Leverage | 550.69 |
Implied volatility | 22.44% |
Moneyness | out-of-the-money |
Leverage | 39.7711 |
Delta | 0.0722 |
Gamma | 0.0003 |
Theta | -0.0005 |
Rho | 0.0001 |
Vega | 0.0011 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 170.28 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Nestlé SA | 96.46 |
ABB Ltd | 49.79 |
ROCHE GS | 232.10 |
SWISSCOM N | 500.00 |
GEBERIT N | 552.20 |
Name | Price |
---|---|
LOGITECH INT. | 87.38 |
Swiss Re | 113.55 |
Sika AG | 270.90 |
SONOVA HLDG N | 283.00 |
Givaudan | 4'214.00 |