Last price paid | 0.72 | |
Change | +12.50% [ +0.08 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 05.06.2024 17:20 |
Fixing | 20.12.2024 |
Settlement date | 03.04.2024 |
Last trading | 20.12.2024 |
Final fixing | 20.12.2024 |
Currency redemption | CHF |
Perf. since issue | +36.27% |
Year to date (YTD) | n.a. |
1 month | +71.43% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.51 |
Underlying price on issue | 4'032.00 |
Premium | 0.06% |
Premium p.a. | 0.10% |
Leverage | 7.56 |
Implied volatility | 0.21 |
ISIN | CH1305148442 |
Symbol | GIVGUZ |
Security | 130514844 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 06.01.2025 |
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 | 5.78% |
Premium p.a. | 9.91% |
Leverage | 12.37 |
Implied volatility | 21.21% |
Moneyness | in-the-money |
Leverage | 7.5577 |
Delta | 0.6109 |
Gamma | 0.0000 |
Theta | -0.0015 |
Rho | 0.0266 |
Vega | 0.0252 |
Fair value | 0.50 |
Intrinsic value | n.a. |
Break-even | 4'547.50 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
ROCHE GS | 240.30 |
Compagnie Financi... | 150.10 |
LOGITECH INT. | 91.00 |
Lonza Group | 507.40 |
KUEHNE & NAGEL | 269.40 |
Name | Price |
---|---|
ABB Ltd | 49.96 |
Swiss Life Hldg | 633.80 |
GEBERIT N | 552.20 |
Partners Group Ho... | 1'177.50 |
UBS | 28.24 |