Last price paid | 0.84 | |
Change | -6.67% [ -0.06 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 25.06.2024 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 | +247.92% |
Year to date (YTD) | n.a. |
1 month | -20.75% |
3 months | +320.00% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.24 |
Underlying price on issue | 1'303.00 |
Premium | 0.09% |
Premium p.a. | 0.12% |
Leverage | 5.20 |
Implied volatility | 0.30 |
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 | 9.12% |
Premium p.a. | 12.06% |
Leverage | 9.26 |
Implied volatility | 30.27% |
Moneyness | in-the-money |
Leverage | 5.2002 |
Delta | 0.5617 |
Gamma | 0.0000 |
Theta | -0.0013 |
Rho | 0.0230 |
Vega | 0.0260 |
Fair value | 0.71 |
Intrinsic value | n.a. |
Break-even | 1'686.99 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Compagnie Financi... | 144.35 |
Sika AG | 257.10 |
Givaudan | 4'347.00 |
NOVARTIS N | 95.89 |
SWISSCOM N | 505.50 |
Name | Price |
---|---|
UBS | 26.51 |
Partners Group Ho... | 1'152.00 |
GEBERIT N | 540.40 |
ABB Ltd | 49.67 |
Alcon AG | 80.08 |