Last price paid | 0.11 | |
Change | -8.33% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 07.06.2024 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 | -66.07% |
Year to date (YTD) | n.a. |
1 month | -42.11% |
3 months | -59.26% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.28 |
Underlying price on issue | 179.62 |
Premium | 0.29% |
Premium p.a. | 0.50% |
Leverage | 11.67 |
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 | 28.72% |
Premium p.a. | 49.92% |
Leverage | 87.48 |
Implied volatility | 24.27% |
Moneyness | out-of-the-money |
Leverage | 11.6664 |
Delta | 0.1334 |
Gamma | 0.0004 |
Theta | -0.0009 |
Rho | 0.0058 |
Vega | 0.0136 |
Fair value | 0.10 |
Intrinsic value | n.a. |
Break-even | 221.97 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Givaudan | 4'358.00 |
Holcim | 80.40 |
Lonza Group | 499.60 |
SWISSCOM N | 502.50 |
KUEHNE & NAGEL | 267.90 |
Name | Price |
---|---|
Nestlé SA | 96.40 |
UBS | 27.98 |
Swiss Re | 112.15 |
ROCHE GS | 239.60 |
Compagnie Financi... | 148.25 |