Last price paid | 0.14 | |
Change | +7.69% [ +0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 27.05.2024 17:20 |
Fixing | 20.12.2024 |
Settlement date | 12.03.2024 |
Last trading | 20.12.2024 |
Final fixing | 20.12.2024 |
Currency redemption | CHF |
Perf. since issue | -51.79% |
Year to date (YTD) | n.a. |
1 month | -17.65% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.28 |
Underlying price on issue | 179.62 |
Premium | 0.26% |
Premium p.a. | 0.42% |
Leverage | 11.05 |
Implied volatility | 0.24 |
ISIN | CH1305142874 |
Symbol | SIE7FZ |
Security | 130514287 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 06.01.2025 |
Underlying | Siemens N, DE0007236101 |
Underlying ISIN | DE0007236101 |
Strike | 220.00 |
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 | 25.65% |
Premium p.a. | 41.98% |
Leverage | 65.04 |
Implied volatility | 23.53% |
Moneyness | out-of-the-money |
Leverage | 11.0490 |
Delta | 0.1699 |
Gamma | 0.0004 |
Theta | -0.0011 |
Rho | 0.0083 |
Vega | 0.0173 |
Fair value | 0.14 |
Intrinsic value | n.a. |
Break-even | 222.73 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
SWISSCOM N | 491.80 |
KUEHNE & NAGEL | 251.20 |
Compagnie Financi... | 143.80 |
UBS | 28.31 |
ABB Ltd | 49.60 |
Name | Price |
---|---|
Lonza Group | 495.20 |
Sika AG | 276.10 |
Partners Group Ho... | 1'206.50 |
Alcon AG | 80.86 |
GEBERIT N | 560.60 |