Last price paid | 0.62 | |
Change | +6.90% [ +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 | +95.31% |
Year to date (YTD) | n.a. |
1 month | -12.68% |
3 months | +29.17% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.32 |
Underlying price on issue | 31.65 |
Premium | 0.08% |
Premium p.a. | 0.12% |
Leverage | 6.53 |
Implied volatility | 0.24 |
ISIN | CH1305146701 |
Symbol | ACLVAZ |
Security | 130514670 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.03.2025 |
Underlying | Accelleron Ind N, CH1169360919 |
Underlying ISIN | CH1169360919 |
Strike | 36.00 |
C/P type | call |
Subscription ratio | 5.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 5 |
Value day | 19.03.2024 |
Premium | 8.50% |
Premium p.a. | 11.58% |
Leverage | 11.54 |
Implied volatility | 23.61% |
Moneyness | in-the-money |
Leverage | 6.5260 |
Delta | 0.5655 |
Gamma | 0.0108 |
Theta | -0.0012 |
Rho | 0.0254 |
Vega | 0.0243 |
Fair value | 0.61 |
Intrinsic value | n.a. |
Break-even | 39.12 |
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 |