Last price paid | 0.03 | |
Change | -33.33% [ -0.02 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 22.05.2024 17:20 |
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 | -78.57% |
Year to date (YTD) | n.a. |
1 month | -80.00% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.14 |
Underlying price on issue | 33.54 |
Premium | 0.06% |
Premium p.a. | 0.76% |
Leverage | 37.64 |
Implied volatility | 0.18 |
ISIN | CH1305151107 |
Symbol | SHEJ0Z |
Security | 130515110 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Shell N, GB00BP6MXD84 |
Underlying ISIN | GB00BP6MXD84 |
Strike | 35.00 |
C/P type | call |
Subscription ratio | 5.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 5 |
Value day | 10.04.2024 |
Premium | 5.87% |
Premium p.a. | 76.48% |
Leverage | 216.95 |
Implied volatility | 18.47% |
Moneyness | out-of-the-money |
Leverage | 37.6411 |
Delta | 0.1735 |
Gamma | 0.0306 |
Theta | -0.0016 |
Rho | 0.0008 |
Vega | 0.0046 |
Fair value | 0.03 |
Intrinsic value | n.a. |
Break-even | 35.15 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Swiss Re | 114.70 |
NOVARTIS N | 93.17 |
KUEHNE & NAGEL | 255.50 |
SWISSCOM N | 498.20 |
Nestlé SA | 95.56 |
Name | Price |
---|---|
Sika AG | 272.90 |
GEBERIT N | 550.40 |
Holcim | 78.78 |
Lonza Group | 486.40 |
Partners Group Ho... | 1'206.00 |