Last price paid | 0.71 | |
Change | +4.41% [ +0.03 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 12.06.2024 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 | +116.67% |
Year to date (YTD) | n.a. |
1 month | +61.36% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.33 |
Underlying price on issue | 142.90 |
Premium | 0.06% |
Premium p.a. | 0.07% |
Leverage | 6.96 |
Implied volatility | 0.19 |
ISIN | CH1305146602 |
Symbol | BAL0OZ |
Security | 130514660 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.03.2025 |
Underlying | Baloise Hldg N, CH0012410517 |
Underlying ISIN | CH0012410517 |
Strike | 150.00 |
C/P type | call |
Subscription ratio | 20.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 20 |
Value day | 19.03.2024 |
Premium | 5.80% |
Premium p.a. | 7.37% |
Leverage | 10.86 |
Implied volatility | 19.28% |
Moneyness | in-the-money |
Leverage | 6.9603 |
Delta | 0.6409 |
Gamma | 0.0007 |
Theta | -0.0010 |
Rho | 0.0335 |
Vega | 0.0257 |
Fair value | 0.45 |
Intrinsic value | n.a. |
Break-even | 164.30 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
NOVARTIS N | 95.01 |
ROCHE GS | 247.60 |
Nestlé SA | 95.28 |
SWISSCOM N | 496.00 |
Lonza Group | 480.30 |
Name | Price |
---|---|
LOGITECH INT. | 88.38 |
Sika AG | 255.90 |
Partners Group Ho... | 1'154.50 |
Holcim | 80.04 |
ABB Ltd | 49.89 |