Last price paid | n.a. | |
Change | -33.33% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | n.a. n.a. |
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 | -88.33% |
Year to date (YTD) | n.a. |
1 month | -42.86% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.09 |
Underlying price on issue | 4'032.00 |
Premium | 0.02% |
Premium p.a. | 1.19% |
Leverage | 116.62 |
Implied volatility | 0.13 |
ISIN | CH1305148426 |
Symbol | GIV4NZ |
Security | 130514842 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Givaudan N, CH0010645932 |
Underlying ISIN | CH0010645932 |
Strike | 4'400.00 |
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 | 2.28% |
Premium p.a. | 118.95% |
Leverage | 820.38 |
Implied volatility | 13.47% |
Moneyness | out-of-the-money |
Leverage | 116.6202 |
Delta | 0.1422 |
Gamma | 0.0000 |
Theta | -0.0025 |
Rho | 0.0002 |
Vega | 0.0025 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 4'405.25 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Givaudan | 4'670.00 |
ABB Ltd | 49.73 |
Compagnie Financi... | 121.40 |
GEBERIT N | 563.00 |
Sika AG | 276.90 |
Name | Price |
---|---|
UBS | 25.60 |
KUEHNE & NAGEL | 233.60 |
Lonza Group | 533.40 |
LOGITECH INT. | 72.64 |
Swiss Life Hldg | 714.60 |