Last price paid | 0.83 | |
Change | -2.35% [ -0.02 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 13.06.2024 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 | -14.95% |
Year to date (YTD) | n.a. |
1 month | -17.00% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.97 |
Underlying price on issue | 234.25 |
Premium | 0.09% |
Premium p.a. | 0.11% |
Leverage | 6.96 |
Implied volatility | 0.23 |
ISIN | CH1305145703 |
Symbol | SCHBYZ |
Security | 130514570 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.03.2025 |
Underlying | Schindler Hldg PS I, CH0024638196 |
Underlying ISIN | CH0024638196 |
Strike | 238.96 |
C/P type | call |
Subscription ratio | 19.91 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 19.91357 |
Value day | 19.03.2024 |
Premium | 9.06% |
Premium p.a. | 11.48% |
Leverage | 14.25 |
Implied volatility | 23.12% |
Moneyness | out-of-the-money |
Leverage | 6.9571 |
Delta | 0.4881 |
Gamma | 0.0004 |
Theta | -0.0016 |
Rho | 0.0344 |
Vega | 0.0411 |
Fair value | 0.83 |
Intrinsic value | n.a. |
Break-even | 256.50 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
ROCHE GS | 245.80 |
SWISSCOM N | 495.80 |
LOGITECH INT. | 91.16 |
Nestlé SA | 95.10 |
SONOVA HLDG N | 281.00 |
Name | Price |
---|---|
Sika AG | 263.00 |
UBS | 27.21 |
Compagnie Financi... | 146.05 |
ABB Ltd | 50.68 |
Swiss Re | 110.60 |