Last price paid | 0.15 | |
Change | -11.76% [ -0.02 ] | |
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 | -67.95% |
Year to date (YTD) | n.a. |
1 month | -48.28% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.39 |
Underlying price on issue | 176.52 |
Premium | 0.03% |
Premium p.a. | 0.41% |
Leverage | 27.43 |
Implied volatility | 0.19 |
ISIN | CH1305147519 |
Symbol | SIEA6Z |
Security | 130514751 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Siemens N, DE0007236101 |
Underlying ISIN | DE0007236101 |
Strike | 180.00 |
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 | 3.37% |
Premium p.a. | 40.97% |
Leverage | 69.91 |
Implied volatility | 18.58% |
Moneyness | out-of-the-money |
Leverage | 27.4340 |
Delta | 0.3924 |
Gamma | 0.0021 |
Theta | -0.0033 |
Rho | 0.0027 |
Vega | 0.0096 |
Fair value | 0.13 |
Intrinsic value | n.a. |
Break-even | 182.53 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Swiss Re | 112.55 |
Givaudan | 4'233.00 |
ZURICH INSURANCE | 468.40 |
Nestlé SA | 91.58 |
ROCHE GS | 228.60 |
Name | Price |
---|---|
Lonza Group | 483.10 |
UBS | 27.97 |
Compagnie Financi... | 142.15 |
Partners Group Ho... | 1'194.00 |
GEBERIT N | 556.20 |