Last price paid | 0.045 | |
Change | -35.71% [ -0.03 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 07.06.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 15.03.2024 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | -71.43% |
Year to date (YTD) | n.a. |
1 month | -35.71% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.14 |
Underlying price on issue | 268.40 |
Premium | 0.13% |
Premium p.a. | 2.23% |
Leverage | 22.18 |
Implied volatility | 0.39 |
ISIN | CH1305143757 |
Symbol | SPO7BZ |
Security | 130514375 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Spotify Tech Rg, LU1778762911 |
Underlying ISIN | LU1778762911 |
Strike | 350.00 |
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 | 12.84% |
Premium p.a. | 223.15% |
Leverage | 174.49 |
Implied volatility | 39.43% |
Moneyness | out-of-the-money |
Leverage | 22.1754 |
Delta | 0.1271 |
Gamma | 0.0002 |
Theta | -0.0034 |
Rho | 0.0005 |
Vega | 0.0035 |
Fair value | 0.04 |
Intrinsic value | n.a. |
Break-even | 351.79 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
ROCHE GS | 242.60 |
Compagnie Financi... | 150.10 |
Swiss Re | 113.65 |
Holcim | 79.98 |
Alcon AG | 82.16 |
Name | Price |
---|---|
Partners Group Ho... | 1'165.00 |
Lonza Group | 500.20 |
Sika AG | 270.90 |
GEBERIT N | 550.80 |
SWISSCOM N | 503.50 |