Last price paid | 0.85 | |
Change | +6.25% [ +0.05 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 09.08.2024 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 | +151.47% |
Year to date (YTD) | n.a. |
1 month | +28.79% |
3 months | +46.55% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.34 |
Underlying price on issue | 132.00 |
Premium | 0.06% |
Premium p.a. | 0.10% |
Leverage | 5.95 |
Implied volatility | 0.25 |
ISIN | CH1305146255 |
Symbol | BKWZUZ |
Security | 130514625 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.03.2025 |
Underlying | BKW N, CH0130293662 |
Underlying ISIN | CH0130293662 |
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 | 6.30% |
Premium p.a. | 9.95% |
Leverage | 9.19 |
Implied volatility | 25.50% |
Moneyness | in-the-money |
Leverage | 5.9479 |
Delta | 0.6470 |
Gamma | 0.0006 |
Theta | -0.0015 |
Rho | 0.0268 |
Vega | 0.0232 |
Fair value | 0.50 |
Intrinsic value | n.a. |
Break-even | 167.10 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Givaudan | 4'184.00 |
Alcon AG | 80.46 |
Swiss Re | 103.90 |
Partners Group Ho... | 1'124.00 |
Compagnie Financi... | 126.65 |
Name | Price |
---|---|
Lonza Group | 555.00 |
Nestlé SA | 89.00 |
KUEHNE & NAGEL | 252.80 |
ABB Ltd | 45.26 |
SONOVA HLDG N | 282.40 |