Last price paid | 0.28 | |
Change | +7.69% [ +0.02 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 07.08.2024 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 | -9.09% |
Year to date (YTD) | n.a. |
1 month | -22.22% |
3 months | -22.22% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.33 |
Underlying price on issue | 268.40 |
Premium | 0.09% |
Premium p.a. | 0.67% |
Leverage | 9.99 |
Implied volatility | 0.40 |
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 | 9.32% |
Premium p.a. | 66.73% |
Leverage | 23.99 |
Implied volatility | 40.14% |
Moneyness | out-of-the-money |
Leverage | 9.9947 |
Delta | 0.4166 |
Gamma | 0.0002 |
Theta | -0.0045 |
Rho | 0.0038 |
Vega | 0.0105 |
Fair value | 0.30 |
Intrinsic value | n.a. |
Break-even | 363.87 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
UBS | 24.72 |
NOVARTIS N | 96.74 |
Holcim | 76.18 |
Sika AG | 248.40 |
Partners Group Ho... | 1'115.50 |
Name | Price |
---|---|
SWISSCOM N | 521.50 |
Givaudan | 4'140.00 |
Nestlé SA | 89.28 |
GEBERIT N | 526.80 |
Compagnie Financi... | 125.35 |