Last price paid | 0.27 | |
Change | +22.73% [ +0.05 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 23.05.2024 17:20 |
Fixing | 20.09.2024 |
Settlement date | 25.03.2024 |
Last trading | 20.09.2024 |
Final fixing | 20.09.2024 |
Currency redemption | CHF |
Perf. since issue | +25.00% |
Year to date (YTD) | n.a. |
1 month | +80.00% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.22 |
Underlying price on issue | 4'059.00 |
Premium | 0.07% |
Premium p.a. | 0.20% |
Leverage | 12.99 |
Implied volatility | 0.19 |
ISIN | CH1305145315 |
Symbol | GIVXQZ |
Security | 130514531 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.09.2024 |
Underlying | Givaudan N, CH0010645932 |
Underlying ISIN | CH0010645932 |
Strike | 4'400.00 |
C/P type | call |
Subscription ratio | 500.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 500 |
Value day | 18.03.2024 |
Premium | 6.71% |
Premium p.a. | 19.93% |
Leverage | 30.92 |
Implied volatility | 19.41% |
Moneyness | out-of-the-money |
Leverage | 12.9871 |
Delta | 0.4200 |
Gamma | 0.0000 |
Theta | -0.0017 |
Rho | 0.0111 |
Vega | 0.0193 |
Fair value | 0.28 |
Intrinsic value | n.a. |
Break-even | 4'537.50 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
KUEHNE & NAGEL | 250.90 |
ABB Ltd | 49.82 |
UBS | 28.43 |
Givaudan | 4'252.00 |
Swiss Life Hldg | 634.80 |
Name | Price |
---|---|
LOGITECH INT. | 87.34 |
SONOVA HLDG N | 291.20 |
Lonza Group | 512.80 |
Partners Group Ho... | 1'229.00 |
ROCHE GS | 229.90 |