Last price paid | 0.09 | |
Change | -35.71% [ -0.05 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 26.09.2024 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 | -73.53% |
Year to date (YTD) | n.a. |
1 month | -75.00% |
3 months | -80.85% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.34 |
Underlying price on issue | 30.53 |
Premium | 0.10% |
Premium p.a. | 0.39% |
Leverage | 15.49 |
Implied volatility | 0.22 |
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 | 10.21% |
Premium p.a. | 39.22% |
Leverage | 61.66 |
Implied volatility | 22.37% |
Moneyness | out-of-the-money |
Leverage | 15.4879 |
Delta | 0.2512 |
Gamma | 0.0200 |
Theta | -0.0011 |
Rho | 0.0032 |
Vega | 0.0090 |
Fair value | 0.09 |
Intrinsic value | n.a. |
Break-even | 32.48 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Compagnie Financi... | 133.45 |
SONOVA HLDG N | 304.20 |
Sika AG | 282.00 |
Alcon AG | 84.46 |
ROCHE GS | 272.70 |
Name | Price |
---|---|
Holcim | 83.98 |
ABB Ltd | 49.73 |
Givaudan | 4'599.00 |
ZURICH INSURANCE | 514.60 |
Lonza Group | 539.60 |