Last price paid | 0.38 | |
Change | +15.15% [ +0.05 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 17.05.2024 17:20 |
Fixing | 20.09.2024 |
Settlement date | 03.04.2024 |
Last trading | 20.09.2024 |
Final fixing | 20.09.2024 |
Currency redemption | CHF |
Perf. since issue | +6.94% |
Year to date (YTD) | n.a. |
1 month | +72.73% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.36 |
Underlying price on issue | 4'032.00 |
Premium | 0.05% |
Premium p.a. | 0.14% |
Leverage | 11.41 |
Implied volatility | 0.19 |
ISIN | CH1305148434 |
Symbol | GIVCUZ |
Security | 130514843 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.09.2024 |
Underlying | Givaudan N, CH0010645932 |
Underlying ISIN | CH0010645932 |
Strike | 4'200.00 |
C/P type | call |
Subscription ratio | 500.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 500 |
Value day | 25.03.2024 |
Premium | 5.08% |
Premium p.a. | 13.95% |
Leverage | 21.71 |
Implied volatility | 18.97% |
Moneyness | out-of-the-money |
Leverage | 11.4133 |
Delta | 0.5256 |
Gamma | 0.0000 |
Theta | -0.0016 |
Rho | 0.0146 |
Vega | 0.0201 |
Fair value | 0.39 |
Intrinsic value | n.a. |
Break-even | 4'392.50 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Compagnie Financi... | 144.75 |
Swiss Re | 110.10 |
Givaudan | 4'180.00 |
Nestlé SA | 96.62 |
LOGITECH INT. | 82.40 |
Name | Price |
---|---|
SONOVA HLDG N | 291.20 |
Partners Group Ho... | 1'258.00 |
KUEHNE & NAGEL | 247.80 |
Alcon AG | 80.08 |
GEBERIT N | 561.40 |