Last price paid | 0.04 | |
Change | -50.00% [ -0.04 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 13.06.2024 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 | -60.00% |
Year to date (YTD) | n.a. |
1 month | -27.27% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.05 |
Underlying price on issue | 44.55 |
Premium | 0.05% |
Premium p.a. | 1.20% |
Leverage | 30.93 |
Implied volatility | 0.28 |
ISIN | CH1305147345 |
Symbol | RNO24Z |
Security | 130514734 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Renault, FR0000131906 |
Underlying ISIN | FR0000131906 |
Strike | 50.00 |
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 | 4.60% |
Premium p.a. | 120.06% |
Leverage | 114.87 |
Implied volatility | 27.91% |
Moneyness | out-of-the-money |
Leverage | 30.9282 |
Delta | 0.2692 |
Gamma | 0.0065 |
Theta | -0.0016 |
Rho | 0.0002 |
Vega | 0.0015 |
Fair value | 0.02 |
Intrinsic value | n.a. |
Break-even | 50.42 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
ROCHE GS | 247.60 |
Nestlé SA | 95.76 |
NOVARTIS N | 94.90 |
Lonza Group | 482.30 |
SWISSCOM N | 496.80 |
Name | Price |
---|---|
LOGITECH INT. | 88.20 |
Compagnie Financi... | 143.70 |
Sika AG | 258.80 |
Swiss Re | 109.05 |
UBS | 26.83 |