Last price paid | 0.38 | |
Change | -5.00% [ -0.02 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 28.05.2024 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 | +33.93% |
Year to date (YTD) | n.a. |
1 month | +40.74% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.28 |
Underlying price on issue | 53.35 |
Premium | 0.10% |
Premium p.a. | 0.12% |
Leverage | 7.39 |
Implied volatility | 0.21 |
ISIN | CH1305145661 |
Symbol | VON7AZ |
Security | 130514566 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.03.2025 |
Underlying | Vontobel Holding N, CH0012335540 |
Underlying ISIN | CH0012335540 |
Strike | 56.00 |
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 | 9.63% |
Premium p.a. | 11.57% |
Leverage | 14.53 |
Implied volatility | 20.64% |
Moneyness | out-of-the-money |
Leverage | 7.3868 |
Delta | 0.5083 |
Gamma | 0.0039 |
Theta | -0.0008 |
Rho | 0.0199 |
Vega | 0.0198 |
Fair value | 0.38 |
Intrinsic value | n.a. |
Break-even | 59.75 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
SWISSCOM N | 491.80 |
KUEHNE & NAGEL | 251.20 |
Compagnie Financi... | 143.80 |
UBS | 28.31 |
ABB Ltd | 49.60 |
Name | Price |
---|---|
Lonza Group | 495.20 |
Sika AG | 276.10 |
Partners Group Ho... | 1'206.50 |
Alcon AG | 80.86 |
GEBERIT N | 560.60 |