Last price paid | 0.015 | |
Change | -25.00% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 23.05.2024 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 | -83.33% |
Year to date (YTD) | n.a. |
1 month | n.a. |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.06 |
Underlying price on issue | 93.18 |
Premium | 0.27% |
Premium p.a. | 4.27% |
Leverage | 10.05 |
Implied volatility | 0.85 |
ISIN | CH1305147303 |
Symbol | P91NGZ |
Security | 130514730 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | DIF Porsche Vz I, DE000PAG9113 |
Underlying ISIN | DE000PAG9113 |
Strike | 95.00 |
C/P type | call |
Subscription ratio | 100.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 100 |
Value day | 20.03.2024 |
Premium | 26.92% |
Premium p.a. | 427.25% |
Leverage | 73.50 |
Implied volatility | 84.87% |
Moneyness | out-of-the-money |
Leverage | 10.0542 |
Delta | 0.1368 |
Gamma | 0.0001 |
Theta | -0.0006 |
Rho | 0.0000 |
Vega | 0.0004 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 96.03 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
LOGITECH INT. | 90.44 |
Compagnie Financi... | 148.90 |
KUEHNE & NAGEL | 269.30 |
GEBERIT N | 559.00 |
Lonza Group | 504.00 |
Name | Price |
---|---|
Partners Group Ho... | 1'186.00 |
Swiss Re | 111.90 |
ZURICH INSURANCE | 473.10 |
NOVARTIS N | 94.28 |
SWISSCOM N | 506.00 |