Last price paid | 0.67 | |
Change | +17.54% [ +0.10 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 15.05.2024 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 | +20.91% |
Year to date (YTD) | n.a. |
1 month | -19.28% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.55 |
Underlying price on issue | 268.40 |
Premium | 0.26% |
Premium p.a. | 0.37% |
Leverage | 4.56 |
Implied volatility | 0.43 |
ISIN | CH1305143799 |
Symbol | SPOTRZ |
Security | 130514379 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.01.2025 |
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 | 26.06% |
Premium p.a. | 37.15% |
Leverage | 10.23 |
Implied volatility | 42.52% |
Moneyness | out-of-the-money |
Leverage | 4.5622 |
Delta | 0.4458 |
Gamma | 0.0001 |
Theta | -0.0022 |
Rho | 0.0166 |
Vega | 0.0225 |
Fair value | 0.67 |
Intrinsic value | n.a. |
Break-even | 379.41 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Swiss Re | 107.65 |
ZURICH INSURANCE | 469.10 |
ROCHE GS | 234.80 |
LOGITECH INT. | 81.60 |
Swiss Life Hldg | 662.60 |
Name | Price |
---|---|
Holcim | 78.44 |
ABB Ltd | 47.65 |
UBS | 27.42 |
Lonza Group | 527.40 |
NOVARTIS N | 92.62 |