Last price paid | 0.015 | |
Change | -25.00% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 19.06.2024 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 | -89.50% |
Year to date (YTD) | n.a. |
1 month | -96.74% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.10 |
Underlying price on issue | 61.55 |
Premium | 0.07% |
Premium p.a. | 3.71% |
Leverage | 36.13 |
Implied volatility | 0.41 |
ISIN | CH1305147568 |
Symbol | BNP27Z |
Security | 130514756 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | BNP Paribas Br-A, FR0000131104 |
Underlying ISIN | FR0000131104 |
Strike | 63.00 |
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 | 7.12% |
Premium p.a. | 371.08% |
Leverage | 267.95 |
Implied volatility | 40.99% |
Moneyness | out-of-the-money |
Leverage | 36.1331 |
Delta | 0.1349 |
Gamma | 0.0034 |
Theta | -0.0025 |
Rho | 0.0001 |
Vega | 0.0008 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 63.22 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Sika AG | 260.60 |
SONOVA HLDG N | 274.30 |
KUEHNE & NAGEL | 260.20 |
Lonza Group | 486.40 |
Alcon AG | 80.16 |
Name | Price |
---|---|
Compagnie Financi... | 142.10 |
ROCHE GS | 250.00 |
UBS | 26.22 |
ZURICH INSURANCE | 480.00 |
Swiss Re | 111.30 |