Last price paid | 0.21 | |
Change | -8.70% [ -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 | +28.13% |
Year to date (YTD) | n.a. |
1 month | +31.25% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.16 |
Underlying price on issue | 53.35 |
Premium | 0.14% |
Premium p.a. | 0.17% |
Leverage | 9.31 |
Implied volatility | 0.19 |
ISIN | CH1305145679 |
Symbol | VONK0Z |
Security | 130514567 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.03.2025 |
Underlying | Vontobel Holding N, CH0012335540 |
Underlying ISIN | CH0012335540 |
Strike | 60.00 |
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 | 13.85% |
Premium p.a. | 16.63% |
Leverage | 26.59 |
Implied volatility | 19.20% |
Moneyness | out-of-the-money |
Leverage | 9.3088 |
Delta | 0.3501 |
Gamma | 0.0039 |
Theta | -0.0007 |
Rho | 0.0142 |
Vega | 0.0184 |
Fair value | 0.21 |
Intrinsic value | n.a. |
Break-even | 62.05 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Swiss Re | 112.30 |
ROCHE GS | 229.30 |
Givaudan | 4'220.00 |
ZURICH INSURANCE | 468.60 |
Sika AG | 276.00 |
Name | Price |
---|---|
Lonza Group | 489.50 |
UBS | 28.07 |
KUEHNE & NAGEL | 249.20 |
Alcon AG | 80.24 |
Holcim | 79.34 |