Last price paid | 0.025 | |
Change | -16.67% [ 0.00 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 28.05.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 27.03.2024 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | -72.22% |
Year to date (YTD) | n.a. |
1 month | -28.57% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.09 |
Underlying price on issue | 25.44 |
Premium | 0.22% |
Premium p.a. | 3.89% |
Leverage | 9.43 |
Implied volatility | 0.85 |
ISIN | CH1305147816 |
Symbol | AIXQXZ |
Security | 130514781 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | AIXTRON N, DE000A0WMPJ6 |
Underlying ISIN | DE000A0WMPJ6 |
Strike | 27.00 |
C/P type | call |
Subscription ratio | 20.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 20 |
Value day | 20.03.2024 |
Premium | 22.40% |
Premium p.a. | 389.38% |
Leverage | 43.56 |
Implied volatility | 85.16% |
Moneyness | out-of-the-money |
Leverage | 9.4332 |
Delta | 0.2166 |
Gamma | 0.0033 |
Theta | -0.0016 |
Rho | 0.0001 |
Vega | 0.0008 |
Fair value | 0.03 |
Intrinsic value | n.a. |
Break-even | 27.52 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
ROCHE GS | 242.60 |
Compagnie Financi... | 150.10 |
Swiss Re | 113.65 |
Holcim | 79.98 |
Alcon AG | 82.16 |
Name | Price |
---|---|
Partners Group Ho... | 1'165.00 |
Lonza Group | 500.20 |
Sika AG | 270.90 |
GEBERIT N | 550.80 |
SWISSCOM N | 503.50 |