Last price paid | 0.83 | |
Change | +3.75% [ +0.03 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 07.08.2024 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 | +36.36% |
Year to date (YTD) | n.a. |
1 month | +12.16% |
3 months | +23.88% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.55 |
Underlying price on issue | 268.40 |
Premium | 0.19% |
Premium p.a. | 0.40% |
Leverage | 4.62 |
Implied volatility | 0.48 |
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 | 19.05% |
Premium p.a. | 40.43% |
Leverage | 9.25 |
Implied volatility | 47.92% |
Moneyness | out-of-the-money |
Leverage | 4.6204 |
Delta | 0.4994 |
Gamma | 0.0001 |
Theta | -0.0030 |
Rho | 0.0128 |
Vega | 0.0190 |
Fair value | 0.75 |
Intrinsic value | n.a. |
Break-even | 384.95 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Swiss Re | 102.55 |
SWISSCOM N | 520.50 |
ROCHE GS | 272.90 |
SONOVA HLDG N | 278.50 |
Swiss Life Hldg | 637.40 |
Name | Price |
---|---|
LOGITECH INT. | 71.98 |
Alcon AG | 77.92 |
Lonza Group | 547.60 |
Sika AG | 243.00 |
ZURICH INSURANCE | 455.30 |