Last price paid | 0.32 | |
Change | -3.03% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 07.06.2024 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 | +12.50% |
Year to date (YTD) | n.a. |
1 month | -11.11% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.28 |
Underlying price on issue | 53.35 |
Premium | 0.11% |
Premium p.a. | 0.13% |
Leverage | 7.84 |
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 | 10.77% |
Premium p.a. | 13.37% |
Leverage | 16.95 |
Implied volatility | 20.71% |
Moneyness | out-of-the-money |
Leverage | 7.8410 |
Delta | 0.4625 |
Gamma | 0.0040 |
Theta | -0.0008 |
Rho | 0.0174 |
Vega | 0.0190 |
Fair value | 0.32 |
Intrinsic value | n.a. |
Break-even | 59.15 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
ROCHE GS | 242.60 |
Compagnie Financi... | 150.10 |
Swiss Re | 113.65 |
Holcim | 79.98 |
Alcon AG | 82.16 |
Name | Price |
---|---|
Partners Group Ho... | 1'165.00 |
Lonza Group | 500.20 |
Sika AG | 270.90 |
GEBERIT N | 550.80 |
SWISSCOM N | 503.50 |