Last price paid | 0.60 | |
Change | -7.69% [ -0.05 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 26.06.2024 17:20 |
Fixing | 21.03.2025 |
Settlement date | 27.03.2024 |
Last trading | 21.03.2025 |
Final fixing | 21.03.2025 |
Currency redemption | CHF |
Perf. since issue | -4.03% |
Year to date (YTD) | n.a. |
1 month | +15.38% |
3 months | +7.14% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.62 |
Underlying price on issue | 488.10 |
Premium | 0.06% |
Premium p.a. | 0.08% |
Leverage | 9.07 |
Implied volatility | 0.16 |
ISIN | CH1305147469 |
Symbol | ZURNXZ |
Security | 130514746 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.03.2025 |
Underlying | Zurich Insur Gr N, CH0011075394 |
Underlying ISIN | CH0011075394 |
Strike | 480.00 |
C/P type | call |
Subscription ratio | 50.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 50 |
Value day | 20.03.2024 |
Premium | 6.15% |
Premium p.a. | 8.17% |
Leverage | 16.14 |
Implied volatility | 16.20% |
Moneyness | in-the-money |
Leverage | 9.0747 |
Delta | 0.5622 |
Gamma | 0.0001 |
Theta | -0.0012 |
Rho | 0.0362 |
Vega | 0.0328 |
Fair value | 0.59 |
Intrinsic value | n.a. |
Break-even | 509.75 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
SONOVA HLDG N | 274.80 |
Sika AG | 260.00 |
KUEHNE & NAGEL | 260.40 |
Lonza Group | 486.30 |
GEBERIT N | 541.00 |
Name | Price |
---|---|
Compagnie Financi... | 142.15 |
ROCHE GS | 249.60 |
Nestlé SA | 92.90 |
ZURICH INSURANCE | 480.20 |
Swiss Re | 111.50 |