Last price paid | 0.38 | |
Change | -15.56% [ -0.07 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 31.05.2024 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 | +7.14% |
Year to date (YTD) | n.a. |
1 month | 0.00% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.35 |
Underlying price on issue | 268.40 |
Premium | 0.38% |
Premium p.a. | 0.58% |
Leverage | 5.32 |
Implied volatility | 0.43 |
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 | 38.28% |
Premium p.a. | 57.98% |
Leverage | 17.71 |
Implied volatility | 43.28% |
Moneyness | out-of-the-money |
Leverage | 5.3241 |
Delta | 0.3007 |
Gamma | 0.0001 |
Theta | -0.0019 |
Rho | 0.0107 |
Vega | 0.0188 |
Fair value | 0.38 |
Intrinsic value | n.a. |
Break-even | 406.61 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Swiss Re | 114.70 |
NOVARTIS N | 93.17 |
KUEHNE & NAGEL | 255.50 |
SWISSCOM N | 498.20 |
Nestlé SA | 95.56 |
Name | Price |
---|---|
Sika AG | 272.90 |
GEBERIT N | 550.40 |
Holcim | 78.78 |
Lonza Group | 486.40 |
Partners Group Ho... | 1'206.00 |