Last price paid | n.a. | |
Change | -11.11% [ 0.00 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | n.a. n.a. |
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 | -79.67% |
Year to date (YTD) | n.a. |
1 month | -33.33% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.15 |
Underlying price on issue | 14.25 |
Premium | 0.61% |
Premium p.a. | 31.90% |
Leverage | 5.38 |
Implied volatility | 2.95 |
ISIN | CH1305147576 |
Symbol | VARU8Z |
Security | 130514757 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Varta, DE000A0TGJ55 |
Underlying ISIN | DE000A0TGJ55 |
Strike | 15.00 |
C/P type | call |
Subscription ratio | 10.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 10 |
Value day | 20.03.2024 |
Premium | 61.18% |
Premium p.a. | 3189.97% |
Leverage | 29.71 |
Implied volatility | 294.88% |
Moneyness | out-of-the-money |
Leverage | 5.3797 |
Delta | 0.1811 |
Gamma | 0.0071 |
Theta | -0.0069 |
Rho | 0.0000 |
Vega | 0.0003 |
Fair value | 0.03 |
Intrinsic value | n.a. |
Break-even | 15.32 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Compagnie Financi... | 118.75 |
SONOVA HLDG N | 292.70 |
Swiss Re | 117.30 |
Nestlé SA | 84.00 |
KUEHNE & NAGEL | 233.90 |
Name | Price |
---|---|
NOVARTIS N | 98.50 |
Lonza Group | 534.00 |
Holcim | 83.00 |
LOGITECH INT. | 72.70 |
Alcon AG | 83.28 |