Last price paid | 0.055 | |
Change | +22.22% [ +0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 16.05.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 09.04.2024 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | -75.00% |
Year to date (YTD) | n.a. |
1 month | -15.38% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.24 |
Underlying price on issue | 190.30 |
Premium | 0.11% |
Premium p.a. | 0.91% |
Leverage | 16.56 |
Implied volatility | 0.32 |
ISIN | CH1305149713 |
Symbol | BA0IAZ |
Security | 130514971 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Boeing Co Rg, US0970231058 |
Underlying ISIN | US0970231058 |
Strike | 200.00 |
C/P type | call |
Subscription ratio | 40.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 40 |
Value day | 02.04.2024 |
Premium | 10.72% |
Premium p.a. | 90.98% |
Leverage | 68.98 |
Implied volatility | 31.54% |
Moneyness | out-of-the-money |
Leverage | 16.5555 |
Delta | 0.2400 |
Gamma | 0.0004 |
Theta | -0.0018 |
Rho | 0.0011 |
Vega | 0.0044 |
Fair value | 0.06 |
Intrinsic value | n.a. |
Break-even | 202.65 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Swiss Re | 107.65 |
ZURICH INSURANCE | 469.10 |
ROCHE GS | 234.80 |
LOGITECH INT. | 81.60 |
Swiss Life Hldg | 662.60 |
Name | Price |
---|---|
Holcim | 78.44 |
ABB Ltd | 47.65 |
UBS | 27.42 |
Lonza Group | 527.40 |
NOVARTIS N | 92.62 |