Last price paid | 0.035 | |
Change | -53.33% [ -0.04 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 22.05.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 03.04.2024 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | -70.83% |
Year to date (YTD) | n.a. |
1 month | -22.22% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.12 |
Underlying price on issue | 629.50 |
Premium | 0.05% |
Premium p.a. | 0.46% |
Leverage | 38.77 |
Implied volatility | 0.15 |
ISIN | CH1305148756 |
Symbol | SLHP8Z |
Security | 130514875 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Swiss Life Hldg N, CH0014852781 |
Underlying ISIN | CH0014852781 |
Strike | 650.00 |
C/P type | call |
Subscription ratio | 100.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 100 |
Value day | 25.03.2024 |
Premium | 4.56% |
Premium p.a. | 46.23% |
Leverage | 178.57 |
Implied volatility | 14.84% |
Moneyness | out-of-the-money |
Leverage | 38.7686 |
Delta | 0.2171 |
Gamma | 0.0001 |
Theta | -0.0012 |
Rho | 0.0013 |
Vega | 0.0057 |
Fair value | 0.04 |
Intrinsic value | n.a. |
Break-even | 653.50 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
SONOVA HLDG N | 297.30 |
LOGITECH INT. | 87.98 |
ABB Ltd | 48.97 |
Givaudan | 4'239.00 |
Swiss Life Hldg | 625.00 |
Name | Price |
---|---|
Nestlé SA | 93.30 |
KUEHNE & NAGEL | 243.70 |
SWISSCOM N | 494.00 |
NOVARTIS N | 92.77 |
Partners Group Ho... | 1'259.00 |