Last price paid | 0.43 | |
Change | +10.26% [ +0.04 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 30.05.2024 17:20 |
Fixing | 20.12.2024 |
Settlement date | 27.03.2024 |
Last trading | 20.12.2024 |
Final fixing | 20.12.2024 |
Currency redemption | CHF |
Perf. since issue | +234.62% |
Year to date (YTD) | n.a. |
1 month | +72.00% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.13 |
Underlying price on issue | 12.20 |
Premium | 0.13% |
Premium p.a. | 0.22% |
Leverage | 4.97 |
Implied volatility | 0.36 |
ISIN | CH1305147584 |
Symbol | CBKX1Z |
Security | 130514758 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 06.01.2025 |
Underlying | Commerzbank I, DE000CBK1001 |
Underlying ISIN | DE000CBK1001 |
Strike | 16.00 |
C/P type | call |
Subscription ratio | 4.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 4 |
Value day | 20.03.2024 |
Premium | 13.19% |
Premium p.a. | 21.79% |
Leverage | 8.84 |
Implied volatility | 35.90% |
Moneyness | out-of-the-money |
Leverage | 4.9679 |
Delta | 0.5620 |
Gamma | 0.0229 |
Theta | -0.0011 |
Rho | 0.0105 |
Vega | 0.0118 |
Fair value | 0.44 |
Intrinsic value | n.a. |
Break-even | 17.78 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Nestlé SA | 94.14 |
LOGITECH INT. | 89.10 |
Partners Group Ho... | 1'210.50 |
Lonza Group | 488.60 |
NOVARTIS N | 91.23 |
Name | Price |
---|---|
Swiss Re | 112.15 |
SONOVA HLDG N | 285.30 |
ROCHE GS | 228.30 |
ZURICH INSURANCE | 469.20 |
Swiss Life Hldg | 621.40 |