Last price paid | 1.11 | |
Change | +14.43% [ +0.14 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 15.05.2024 17:20 |
Fixing | 17.01.2025 |
Settlement date | 15.03.2024 |
Last trading | 17.01.2025 |
Final fixing | 17.01.2025 |
Currency redemption | CHF |
Perf. since issue | +19.89% |
Year to date (YTD) | n.a. |
1 month | -13.28% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.93 |
Underlying price on issue | 268.40 |
Premium | 0.16% |
Premium p.a. | 0.23% |
Leverage | 3.75 |
Implied volatility | 0.44 |
ISIN | CH1305143815 |
Symbol | SPOOAZ |
Security | 130514381 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.01.2025 |
Underlying | Spotify Tech Rg, LU1778762911 |
Underlying ISIN | LU1778762911 |
Strike | 300.00 |
C/P type | call |
Subscription ratio | 40.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 40 |
Value day | 08.03.2024 |
Premium | 16.31% |
Premium p.a. | 23.26% |
Leverage | 6.09 |
Implied volatility | 44.13% |
Moneyness | in-the-money |
Leverage | 3.7473 |
Delta | 0.6152 |
Gamma | 0.0001 |
Theta | -0.0023 |
Rho | 0.0215 |
Vega | 0.0217 |
Fair value | 1.11 |
Intrinsic value | n.a. |
Break-even | 349.30 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Swiss Re | 107.65 |
ZURICH INSURANCE | 469.10 |
ROCHE GS | 234.80 |
LOGITECH INT. | 81.60 |
Swiss Life Hldg | 662.60 |
Name | Price |
---|---|
Holcim | 78.44 |
ABB Ltd | 47.65 |
UBS | 27.42 |
Lonza Group | 527.40 |
NOVARTIS N | 92.62 |