Last price paid | 0.19 | |
Change | +11.76% [ +0.02 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 18.06.2024 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 | +94.44% |
Year to date (YTD) | n.a. |
1 month | +5.56% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.09 |
Underlying price on issue | 4.14 |
Premium | 0.07% |
Premium p.a. | 0.09% |
Leverage | 3.70 |
Implied volatility | 0.41 |
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 | 7.13% |
Premium p.a. | 9.29% |
Leverage | 5.63 |
Implied volatility | 40.84% |
Moneyness | in-the-money |
Leverage | 3.6968 |
Delta | 0.6569 |
Gamma | 0.0435 |
Theta | -0.0002 |
Rho | 0.0027 |
Vega | 0.0030 |
Fair value | 0.07 |
Intrinsic value | n.a. |
Break-even | 5.28 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
ROCHE GS | 251.90 |
NOVARTIS N | 94.24 |
Swiss Life Hldg | 652.80 |
ZURICH INSURANCE | 484.00 |
SWISSCOM N | 498.20 |
Name | Price |
---|---|
Holcim | 78.02 |
ABB Ltd | 49.70 |
UBS | 27.29 |
Partners Group Ho... | 1'153.50 |
Sika AG | 255.50 |