Last price paid | 0.27 | |
Change | +12.50% [ +0.03 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 15.05.2024 17:20 |
Fixing | 20.09.2024 |
Settlement date | 12.03.2024 |
Last trading | 20.09.2024 |
Final fixing | 20.09.2024 |
Currency redemption | CHF |
Perf. since issue | +39.47% |
Year to date (YTD) | n.a. |
1 month | +42.11% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.19 |
Underlying price on issue | 172.38 |
Premium | 0.05% |
Premium p.a. | 0.14% |
Leverage | 8.42 |
Implied volatility | 0.23 |
ISIN | CH1305142890 |
Symbol | AAPCNZ |
Security | 130514289 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.09.2024 |
Underlying | Apple Rg, US0378331005 |
Underlying ISIN | US0378331005 |
Strike | 185.00 |
C/P type | call |
Subscription ratio | 50.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 50 |
Value day | 05.03.2024 |
Premium | 5.28% |
Premium p.a. | 14.49% |
Leverage | 12.99 |
Implied volatility | 22.69% |
Moneyness | in-the-money |
Leverage | 8.4160 |
Delta | 0.6478 |
Gamma | 0.0003 |
Theta | -0.0009 |
Rho | 0.0072 |
Vega | 0.0077 |
Fair value | 0.18 |
Intrinsic value | n.a. |
Break-even | 199.59 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Compagnie Financi... | 144.75 |
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