Last price paid | 0.16 | |
Change | -5.88% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 26.06.2024 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 | +72.22% |
Year to date (YTD) | n.a. |
1 month | -10.53% |
3 months | +112.50% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.09 |
Underlying price on issue | 4.14 |
Premium | 0.09% |
Premium p.a. | 0.12% |
Leverage | 3.75 |
Implied volatility | 0.43 |
ISIN | CH1305145869 |
Symbol | OERZSZ |
Security | 130514586 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.03.2025 |
Underlying | OC Oerlikon N, CH0000816824 |
Underlying ISIN | CH0000816824 |
Strike | 4.40 |
C/P type | call |
Subscription ratio | 5.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 5 |
Value day | 19.03.2024 |
Premium | 9.27% |
Premium p.a. | 12.30% |
Leverage | 6.11 |
Implied volatility | 42.78% |
Moneyness | in-the-money |
Leverage | 3.7474 |
Delta | 0.6132 |
Gamma | 0.0447 |
Theta | -0.0002 |
Rho | 0.0025 |
Vega | 0.0030 |
Fair value | 0.09 |
Intrinsic value | n.a. |
Break-even | 5.18 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
SONOVA HLDG N | 274.80 |
Sika AG | 260.00 |
KUEHNE & NAGEL | 260.40 |
Lonza Group | 486.30 |
GEBERIT N | 541.00 |
Name | Price |
---|---|
Compagnie Financi... | 142.15 |
ROCHE GS | 249.60 |
Nestlé SA | 92.90 |
ZURICH INSURANCE | 480.20 |
Swiss Re | 111.50 |