Last price paid | 0.74 | |
Change | +5.71% [ +0.04 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 03.07.2024 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 | +210.42% |
Year to date (YTD) | n.a. |
1 month | -13.95% |
3 months | +289.47% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.24 |
Underlying price on issue | 1'303.00 |
Premium | 0.08% |
Premium p.a. | 0.11% |
Leverage | 5.72 |
Implied volatility | 0.28 |
ISIN | CH1305146511 |
Symbol | BAR3BZ |
Security | 130514651 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.03.2025 |
Underlying | Barry Callebaut N, CH0009002962 |
Underlying ISIN | CH0009002962 |
Strike | 1'520.00 |
C/P type | call |
Subscription ratio | 200.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 200 |
Value day | 19.03.2024 |
Premium | 8.31% |
Premium p.a. | 11.31% |
Leverage | 10.34 |
Implied volatility | 27.82% |
Moneyness | in-the-money |
Leverage | 5.7161 |
Delta | 0.5527 |
Gamma | 0.0000 |
Theta | -0.0012 |
Rho | 0.0222 |
Vega | 0.0256 |
Fair value | 0.64 |
Intrinsic value | n.a. |
Break-even | 1'668.99 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Lonza Group | 496.90 |
KUEHNE & NAGEL | 269.20 |
Holcim | 79.78 |
GEBERIT N | 538.60 |
Partners Group Ho... | 1'186.50 |
Name | Price |
---|---|
Swiss Life Hldg | 652.80 |
ROCHE GS | 246.00 |
Alcon AG | 79.48 |
ZURICH INSURANCE | 473.00 |
Swiss Re | 107.10 |