Last price paid | 0.40 | |
Change | -4.76% [ -0.02 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 14.06.2024 17:20 |
Fixing | 20.12.2024 |
Settlement date | 27.03.2024 |
Last trading | 20.12.2024 |
Final fixing | 20.12.2024 |
Currency redemption | CHF |
Perf. since issue | +22.06% |
Year to date (YTD) | n.a. |
1 month | -39.39% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.34 |
Underlying price on issue | 30.53 |
Premium | 0.05% |
Premium p.a. | 0.10% |
Leverage | 8.44 |
Implied volatility | 0.20 |
ISIN | CH1305147766 |
Symbol | SHE6MZ |
Security | 130514776 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 31.12.2024 |
Underlying | Shell N, GB00BP6MXD84 |
Underlying ISIN | GB00BP6MXD84 |
Strike | 32.00 |
C/P type | call |
Subscription ratio | 5.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 5 |
Value day | 20.03.2024 |
Premium | 5.34% |
Premium p.a. | 9.89% |
Leverage | 14.94 |
Implied volatility | 20.44% |
Moneyness | in-the-money |
Leverage | 8.4450 |
Delta | 0.5653 |
Gamma | 0.0166 |
Theta | -0.0009 |
Rho | 0.0155 |
Vega | 0.0176 |
Fair value | 0.33 |
Intrinsic value | n.a. |
Break-even | 34.17 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
UBS | 27.36 |
Swiss Life Hldg | 636.80 |
ABB Ltd | 50.22 |
ZURICH INSURANCE | 474.10 |
Swiss Re | 109.50 |
Name | Price |
---|---|
Compagnie Financi... | 141.45 |
Alcon AG | 79.14 |
NOVARTIS N | 93.54 |
SONOVA HLDG N | 273.70 |
ROCHE GS | 245.00 |