Last price paid | 0.61 | |
Change | +12.96% [ +0.07 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | 400.00 Unit | |
Date/time | 06.06.2024 17:15 |
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 | -0.81% |
Year to date (YTD) | n.a. |
1 month | +90.63% |
3 months | n.a. |
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 | 8.76 |
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 | 6.49% |
Premium p.a. | 8.06% |
Leverage | 15.60 |
Implied volatility | 16.31% |
Moneyness | out-of-the-money |
Leverage | 8.7566 |
Delta | 0.5614 |
Gamma | 0.0001 |
Theta | -0.0011 |
Rho | 0.0384 |
Vega | 0.0339 |
Fair value | 0.62 |
Intrinsic value | n.a. |
Break-even | 510.75 |
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 |