Last price paid | 0.79 | |
Change | +5.33% [ +0.04 ] | |
Last traded volume | 300.00 Unit | |
Cumulative volume | 300.00 Unit | |
Date/time | 18.06.2024 09:17 |
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 | +143.94% |
Year to date (YTD) | n.a. |
1 month | +38.89% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.33 |
Underlying price on issue | 142.90 |
Premium | 0.05% |
Premium p.a. | 0.07% |
Leverage | 6.64 |
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 | 5.13% |
Premium p.a. | 6.61% |
Leverage | 9.81 |
Implied volatility | 19.49% |
Moneyness | in-the-money |
Leverage | 6.6439 |
Delta | 0.6770 |
Gamma | 0.0007 |
Theta | -0.0011 |
Rho | 0.0352 |
Vega | 0.0250 |
Fair value | 0.41 |
Intrinsic value | n.a. |
Break-even | 166.10 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Lonza Group | 479.50 |
Swiss Life Hldg | 645.60 |
ABB Ltd | 50.88 |
Givaudan | 4'341.00 |
Holcim | 80.98 |
Name | Price |
---|---|
Compagnie Financi... | 141.00 |
Nestlé SA | 94.42 |
NOVARTIS N | 92.93 |
Alcon AG | 78.38 |
SWISSCOM N | 495.60 |