Last price paid | 0.19 | |
Change | +5.56% [ +0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 31.05.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 18.03.2024 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | +62.50% |
Year to date (YTD) | n.a. |
1 month | +137.50% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.12 |
Underlying price on issue | 3'923.50 |
Premium | 0.02% |
Premium p.a. | 0.20% |
Leverage | 25.41 |
Implied volatility | 0.17 |
ISIN | CH1305144276 |
Symbol | GIV5DZ |
Security | 130514427 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Givaudan N, CH0010645932 |
Underlying ISIN | CH0010645932 |
Strike | 4'200.00 |
C/P type | call |
Subscription ratio | 500.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 500 |
Value day | 11.03.2024 |
Premium | 1.52% |
Premium p.a. | 19.86% |
Leverage | 43.42 |
Implied volatility | 16.58% |
Moneyness | in-the-money |
Leverage | 25.4098 |
Delta | 0.5853 |
Gamma | 0.0000 |
Theta | -0.0029 |
Rho | 0.0037 |
Vega | 0.0091 |
Fair value | 0.13 |
Intrinsic value | n.a. |
Break-even | 4'297.50 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Swiss Re | 114.70 |
NOVARTIS N | 93.17 |
KUEHNE & NAGEL | 255.50 |
SWISSCOM N | 498.20 |
Nestlé SA | 95.56 |
Name | Price |
---|---|
Sika AG | 272.90 |
GEBERIT N | 550.40 |
Holcim | 78.78 |
Lonza Group | 486.40 |
Partners Group Ho... | 1'206.00 |