Fixing | 21.06.2024 |
Settlement date | 17.04.2024 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | -92.50% |
Year to date (YTD) | n.a. |
1 month | -92.86% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.14 |
Underlying price on issue | 67.42 |
Premium | 0.14% |
Premium p.a. | 7.24% |
Leverage | 24.53 |
Implied volatility | 0.66 |
ISIN | CH1305151305 |
Symbol | BNPGVZ |
Security | 130515130 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | BNP Paribas Br-A, FR0000131104 |
Underlying ISIN | FR0000131104 |
Strike | 67.00 |
C/P type | call |
Subscription ratio | 20.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 20 |
Value day | 10.04.2024 |
Premium | 13.89% |
Premium p.a. | 724.48% |
Leverage | 267.95 |
Implied volatility | 66.02% |
Moneyness | out-of-the-money |
Leverage | 24.5275 |
Delta | 0.0915 |
Gamma | 0.0016 |
Theta | -0.0029 |
Rho | 0.0000 |
Vega | 0.0006 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 67.22 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
Name | Price |
---|---|
KUEHNE & NAGEL | 263.00 |
SONOVA HLDG N | 276.30 |
LOGITECH INT. | 88.00 |
Sika AG | 260.60 |
Lonza Group | 490.00 |
Name | Price |
---|---|
Compagnie Financi... | 143.35 |
ZURICH INSURANCE | 482.00 |
Swiss Re | 112.25 |
SWISSCOM N | 505.00 |
Partners Group Ho... | 1'153.50 |