Last price paid | 0.24 | |
Change | +26.32% [ +0.05 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 05.06.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 04.04.2024 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | -36.96% |
Year to date (YTD) | n.a. |
1 month | -36.84% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.23 |
Underlying price on issue | 72.00 |
Premium | 0.00% |
Premium p.a. | 0.06% |
Leverage | 19.01 |
Implied volatility | 0.27 |
ISIN | CH1305149218 |
Symbol | BABB2Z |
Security | 130514921 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Alibaba Grp Sp ADS, US01609W1027 |
Underlying ISIN | US01609W1027 |
Strike | 74.36 |
C/P type | call |
Subscription ratio | 19.83 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 19.82868 |
Value day | 26.03.2024 |
Premium | 0.26% |
Premium p.a. | 6.24% |
Leverage | 24.08 |
Implied volatility | 27.18% |
Moneyness | in-the-money |
Leverage | 19.0104 |
Delta | 0.7893 |
Gamma | 0.0061 |
Theta | -0.0009 |
Rho | 0.0004 |
Vega | 0.0018 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 78.24 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Alcon AG | 82.62 |
ROCHE GS | 244.50 |
KUEHNE & NAGEL | 260.90 |
LOGITECH INT. | 91.20 |
SWISSCOM N | 492.60 |
Name | Price |
---|---|
Sika AG | 262.50 |
UBS | 27.53 |
Compagnie Financi... | 146.80 |
GEBERIT N | 547.80 |
SONOVA HLDG N | 279.20 |