Last price paid | 0.57 | |
Change | -3.39% [ -0.02 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 27.06.2024 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 | +66.18% |
Year to date (YTD) | n.a. |
1 month | -1.72% |
3 months | +11.76% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.34 |
Underlying price on issue | 132.00 |
Premium | 0.12% |
Premium p.a. | 0.15% |
Leverage | 6.40 |
Implied volatility | 0.26 |
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 | 11.55% |
Premium p.a. | 15.38% |
Leverage | 12.80 |
Implied volatility | 25.83% |
Moneyness | out-of-the-money |
Leverage | 6.3995 |
Delta | 0.5001 |
Gamma | 0.0006 |
Theta | -0.0013 |
Rho | 0.0229 |
Vega | 0.0250 |
Fair value | 0.57 |
Intrinsic value | n.a. |
Break-even | 161.30 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Holcim | 79.36 |
Swiss Life Hldg | 658.40 |
SONOVA HLDG N | 275.90 |
ROCHE GS | 250.40 |
UBS | 26.37 |
Name | Price |
---|---|
KUEHNE & NAGEL | 257.00 |
Nestlé SA | 92.14 |
GEBERIT N | 537.20 |
SWISSCOM N | 499.80 |
NOVARTIS N | 95.45 |