Last price paid | 0.51 | |
Change | +24.39% [ +0.10 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 14.06.2024 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 | +47.14% |
Year to date (YTD) | n.a. |
1 month | +41.67% |
3 months | +88.89% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.35 |
Underlying price on issue | 268.40 |
Premium | 0.32% |
Premium p.a. | 0.52% |
Leverage | 4.91 |
Implied volatility | 0.46 |
ISIN | CH1305143773 |
Symbol | SPOXDZ |
Security | 130514377 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.01.2025 |
Underlying | Spotify Tech Rg, LU1778762911 |
Underlying ISIN | LU1778762911 |
Strike | 390.00 |
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 | 32.49% |
Premium p.a. | 52.24% |
Leverage | 13.48 |
Implied volatility | 45.52% |
Moneyness | out-of-the-money |
Leverage | 4.9079 |
Delta | 0.3641 |
Gamma | 0.0001 |
Theta | -0.0024 |
Rho | 0.0125 |
Vega | 0.0206 |
Fair value | 0.52 |
Intrinsic value | n.a. |
Break-even | 413.13 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
NOVARTIS N | 95.01 |
ROCHE GS | 247.60 |
Nestlé SA | 95.28 |
SWISSCOM N | 496.00 |
Lonza Group | 480.30 |
Name | Price |
---|---|
LOGITECH INT. | 88.38 |
Sika AG | 255.90 |
Partners Group Ho... | 1'154.50 |
Holcim | 80.04 |
ABB Ltd | 49.89 |