Last price paid | 0.25 | |
Change | +4.17% [ +0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | 50'000.00 Unit | |
Date/time | 28.05.2024 17:15 |
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 | +96.15% |
Year to date (YTD) | n.a. |
1 month | +78.57% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.13 |
Underlying price on issue | 30.73 |
Premium | 0.06% |
Premium p.a. | 0.10% |
Leverage | 5.01 |
Implied volatility | 0.28 |
ISIN | CH1305147881 |
Symbol | RWECBZ |
Security | 130514788 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 06.01.2025 |
Underlying | RWE I, DE0007037129 |
Underlying ISIN | DE0007037129 |
Strike | 32.00 |
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 | 6.05% |
Premium p.a. | 9.90% |
Leverage | 6.80 |
Implied volatility | 27.93% |
Moneyness | in-the-money |
Leverage | 5.0068 |
Delta | 0.7358 |
Gamma | 0.0022 |
Theta | -0.0004 |
Rho | 0.0062 |
Vega | 0.0044 |
Fair value | 0.10 |
Intrinsic value | n.a. |
Break-even | 37.15 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
SWISSCOM N | 491.80 |
KUEHNE & NAGEL | 251.20 |
Compagnie Financi... | 143.80 |
UBS | 28.31 |
ABB Ltd | 49.60 |
Name | Price |
---|---|
Lonza Group | 495.20 |
Sika AG | 276.10 |
Partners Group Ho... | 1'206.50 |
Alcon AG | 80.86 |
GEBERIT N | 560.60 |