Last price paid | 0.41 | |
Change | +2.50% [ +0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 25.06.2024 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 | +34.85% |
Year to date (YTD) | n.a. |
1 month | +2.50% |
3 months | +64.00% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.33 |
Underlying price on issue | 268.40 |
Premium | 0.15% |
Premium p.a. | 0.59% |
Leverage | 6.81 |
Implied volatility | 0.45 |
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 | 15.12% |
Premium p.a. | 59.32% |
Leverage | 16.19 |
Implied volatility | 45.28% |
Moneyness | out-of-the-money |
Leverage | 6.8148 |
Delta | 0.4209 |
Gamma | 0.0001 |
Theta | -0.0039 |
Rho | 0.0066 |
Vega | 0.0142 |
Fair value | 0.45 |
Intrinsic value | n.a. |
Break-even | 369.84 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
KUEHNE & NAGEL | 262.90 |
Lonza Group | 492.20 |
Sika AG | 261.00 |
SONOVA HLDG N | 274.10 |
NOVARTIS N | 96.57 |
Name | Price |
---|---|
Compagnie Financi... | 142.55 |
SWISSCOM N | 502.50 |
Swiss Re | 111.80 |
ZURICH INSURANCE | 482.60 |
Partners Group Ho... | 1'146.50 |