Last price paid | 1.20 | |
Change | +1.69% [ +0.02 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 29.07.2024 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 | +136.27% |
Year to date (YTD) | n.a. |
1 month | +50.00% |
3 months | +71.43% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.51 |
Underlying price on issue | 132.00 |
Premium | 0.04% |
Premium p.a. | 0.07% |
Leverage | 4.90 |
Implied volatility | 0.27 |
ISIN | CH1305146230 |
Symbol | BKWU5Z |
Security | 130514623 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.03.2025 |
Underlying | BKW N, CH0130293662 |
Underlying ISIN | CH0130293662 |
Strike | 140.00 |
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 | 4.46% |
Premium p.a. | 6.72% |
Leverage | 6.52 |
Implied volatility | 26.76% |
Moneyness | in-the-money |
Leverage | 4.9046 |
Delta | 0.7524 |
Gamma | 0.0005 |
Theta | -0.0013 |
Rho | 0.0312 |
Vega | 0.0202 |
Fair value | 0.35 |
Intrinsic value | n.a. |
Break-even | 164.10 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
KUEHNE & NAGEL | 270.60 |
Sika AG | 263.70 |
NOVARTIS N | 98.07 |
Givaudan | 4'221.00 |
SWISSCOM N | 536.00 |
Name | Price |
---|---|
Holcim | 81.34 |
Compagnie Financi... | 133.40 |
Lonza Group | 575.20 |
ABB Ltd | 47.77 |
Partners Group Ho... | 1'169.00 |