Last price paid | 0.73 | |
Change | -2.67% [ -0.02 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 22.05.2024 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 | +154.69% |
Year to date (YTD) | n.a. |
1 month | +30.36% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.32 |
Underlying price on issue | 31.65 |
Premium | 0.09% |
Premium p.a. | 0.10% |
Leverage | 5.14 |
Implied volatility | 0.29 |
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 | 8.66% |
Premium p.a. | 10.23% |
Leverage | 9.05 |
Implied volatility | 28.77% |
Moneyness | in-the-money |
Leverage | 5.1422 |
Delta | 0.5682 |
Gamma | 0.0080 |
Theta | -0.0011 |
Rho | 0.0242 |
Vega | 0.0261 |
Fair value | 0.64 |
Intrinsic value | n.a. |
Break-even | 40.07 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
SONOVA HLDG N | 291.50 |
LOGITECH INT. | 86.32 |
Alcon AG | 82.44 |
Holcim | 79.02 |
GEBERIT N | 561.40 |
Name | Price |
---|---|
Compagnie Financi... | 140.60 |
Swiss Life Hldg | 616.40 |
ROCHE GS | 231.90 |
NOVARTIS N | 93.16 |
ABB Ltd | 48.11 |