Last price paid | 0.26 | |
Change | -7.14% [ -0.02 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 11.07.2024 17:20 |
Fixing | 20.09.2024 |
Settlement date | 15.03.2024 |
Last trading | 20.09.2024 |
Final fixing | 20.09.2024 |
Currency redemption | CHF |
Perf. since issue | -22.73% |
Year to date (YTD) | n.a. |
1 month | -33.33% |
3 months | -52.73% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.33 |
Underlying price on issue | 268.40 |
Premium | 0.21% |
Premium p.a. | 0.96% |
Leverage | 7.86 |
Implied volatility | 0.49 |
ISIN | CH1305143724 |
Symbol | SPOV6Z |
Security | 130514372 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.09.2024 |
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 | 20.56% |
Premium p.a. | 96.19% |
Leverage | 26.27 |
Implied volatility | 48.60% |
Moneyness | out-of-the-money |
Leverage | 7.8614 |
Delta | 0.2993 |
Gamma | 0.0001 |
Theta | -0.0036 |
Rho | 0.0037 |
Vega | 0.0108 |
Fair value | 0.26 |
Intrinsic value | n.a. |
Break-even | 361.41 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
GEBERIT N | 552.60 |
Lonza Group | 520.60 |
Alcon AG | 80.80 |
Holcim | 82.42 |
Compagnie Financi... | 141.35 |
Name | Price |
---|---|
Swiss Life Hldg | 677.60 |
KUEHNE & NAGEL | 259.60 |
LOGITECH INT. | 81.82 |
SWISSCOM N | 525.50 |
Swiss Re | 110.60 |