Last price paid | 0.78 | |
Change | +1.30% [ +0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 30.05.2024 17:20 |
Fixing | 21.03.2025 |
Settlement date | 26.03.2024 |
Last trading | 21.03.2025 |
Final fixing | 21.03.2025 |
Currency redemption | CHF |
Perf. since issue | +65.63% |
Year to date (YTD) | n.a. |
1 month | +47.17% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.48 |
Underlying price on issue | 49.51 |
Premium | 0.07% |
Premium p.a. | 0.09% |
Leverage | 4.66 |
Implied volatility | 0.28 |
ISIN | CH1305146685 |
Symbol | BAETIZ |
Security | 130514668 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.03.2025 |
Underlying | Julius Baer Grp N, CH0102484968 |
Underlying ISIN | CH0102484968 |
Strike | 50.00 |
C/P type | call |
Subscription ratio | 10.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 10 |
Value day | 19.03.2024 |
Premium | 7.20% |
Premium p.a. | 8.73% |
Leverage | 6.80 |
Implied volatility | 28.18% |
Moneyness | in-the-money |
Leverage | 4.6642 |
Delta | 0.6859 |
Gamma | 0.0026 |
Theta | -0.0009 |
Rho | 0.0240 |
Vega | 0.0174 |
Fair value | 0.39 |
Intrinsic value | n.a. |
Break-even | 57.95 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Swiss Re | 114.50 |
KUEHNE & NAGEL | 255.90 |
NOVARTIS N | 92.67 |
Nestlé SA | 95.42 |
UBS | 28.44 |
Name | Price |
---|---|
GEBERIT N | 553.80 |
Lonza Group | 486.50 |
Sika AG | 275.50 |
SONOVA HLDG N | 284.40 |
LOGITECH INT. | 88.94 |