Last price paid | 0.015 | |
Change | -25.00% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 24.05.2024 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 | -95.24% |
Year to date (YTD) | n.a. |
1 month | -72.73% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.21 |
Underlying price on issue | 56.06 |
Premium | 0.11% |
Premium p.a. | 1.60% |
Leverage | 25.05 |
Implied volatility | 0.32 |
ISIN | CH1305143237 |
Symbol | BOSOTZ |
Security | 130514323 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Hugo Boss N, DE000A1PHFF7 |
Underlying ISIN | DE000A1PHFF7 |
Strike | 54.00 |
C/P type | call |
Subscription ratio | 25.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 25 |
Value day | 08.03.2024 |
Premium | 10.95% |
Premium p.a. | 159.91% |
Leverage | 191.19 |
Implied volatility | 31.66% |
Moneyness | out-of-the-money |
Leverage | 25.0467 |
Delta | 0.1310 |
Gamma | 0.0021 |
Theta | -0.0007 |
Rho | 0.0002 |
Vega | 0.0011 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 54.26 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Holcim | 79.60 |
GEBERIT N | 555.80 |
ABB Ltd | 49.86 |
SWISSCOM N | 502.00 |
Nestlé SA | 96.24 |
Name | Price |
---|---|
Givaudan | 4'192.00 |
Swiss Re | 113.65 |
SONOVA HLDG N | 283.80 |
Alcon AG | 80.10 |
NOVARTIS N | 92.92 |