Last price paid | 0.42 | |
Change | -6.67% [ -0.03 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 30.05.2024 17:20 |
Fixing | 21.03.2025 |
Settlement date | 03.04.2024 |
Last trading | 21.03.2025 |
Final fixing | 21.03.2025 |
Currency redemption | CHF |
Perf. since issue | +88.64% |
Year to date (YTD) | n.a. |
1 month | +90.91% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.22 |
Underlying price on issue | 251.80 |
Premium | 0.12% |
Premium p.a. | 0.15% |
Leverage | 6.27 |
Implied volatility | 0.26 |
ISIN | CH1305148772 |
Symbol | SOOQ3Z |
Security | 130514877 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.03.2025 |
Underlying | Sonova Hldg N, CH0012549785 |
Underlying ISIN | CH0012549785 |
Strike | 300.00 |
C/P type | call |
Subscription ratio | 50.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 50 |
Value day | 25.03.2024 |
Premium | 12.43% |
Premium p.a. | 15.07% |
Leverage | 13.75 |
Implied volatility | 26.42% |
Moneyness | out-of-the-money |
Leverage | 6.2697 |
Delta | 0.4560 |
Gamma | 0.0001 |
Theta | -0.0009 |
Rho | 0.0165 |
Vega | 0.0203 |
Fair value | 0.42 |
Intrinsic value | n.a. |
Break-even | 320.75 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Swiss Re | 114.70 |
NOVARTIS N | 93.17 |
KUEHNE & NAGEL | 255.50 |
SWISSCOM N | 498.20 |
Nestlé SA | 95.56 |
Name | Price |
---|---|
Sika AG | 272.90 |
GEBERIT N | 550.40 |
Holcim | 78.78 |
Lonza Group | 486.40 |
Partners Group Ho... | 1'206.00 |