Last price paid | 0.015 | |
Change | -25.00% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 13.06.2024 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 | -97.31% |
Year to date (YTD) | n.a. |
1 month | n.a. |
3 months | -91.18% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.39 |
Underlying price on issue | 953.00 |
Premium | 0.11% |
Premium p.a. | 5.94% |
Leverage | 40.81 |
Implied volatility | 0.45 |
ISIN | CH1305143179 |
Symbol | ASMV1Z |
Security | 130514317 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | ASML Hldg Rg, NL0010273215 |
Underlying ISIN | NL0010273215 |
Strike | 1'080.00 |
C/P type | call |
Subscription ratio | 100.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 100 |
Value day | 08.03.2024 |
Premium | 11.40% |
Premium p.a. | 594.24% |
Leverage | 881.20 |
Implied volatility | 44.60% |
Moneyness | out-of-the-money |
Leverage | 40.8091 |
Delta | 0.0463 |
Gamma | 0.0000 |
Theta | -0.0036 |
Rho | 0.0001 |
Vega | 0.0012 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 1'081.10 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Sika AG | 259.00 |
KUEHNE & NAGEL | 259.10 |
SONOVA HLDG N | 272.50 |
Lonza Group | 483.90 |
Givaudan | 4'345.00 |
Name | Price |
---|---|
ROCHE GS | 249.00 |
Compagnie Financi... | 141.95 |
Swiss Re | 111.05 |
SWISSCOM N | 499.60 |
ZURICH INSURANCE | 479.90 |