Last price paid | 0.14 | |
Change | -6.67% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 31.05.2024 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 | +26.92% |
Year to date (YTD) | n.a. |
1 month | +366.67% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.13 |
Underlying price on issue | 51.36 |
Premium | 0.02% |
Premium p.a. | 0.28% |
Leverage | 11.48 |
Implied volatility | 0.34 |
ISIN | CH1305151230 |
Symbol | RNO6GZ |
Security | 130515123 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Renault, FR0000131906 |
Underlying ISIN | FR0000131906 |
Strike | 52.00 |
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 | 1.91% |
Premium p.a. | 27.96% |
Leverage | 16.07 |
Implied volatility | 34.11% |
Moneyness | in-the-money |
Leverage | 11.4797 |
Delta | 0.7142 |
Gamma | 0.0036 |
Theta | -0.0018 |
Rho | 0.0012 |
Vega | 0.0024 |
Fair value | 0.05 |
Intrinsic value | n.a. |
Break-even | 55.38 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Holcim | 79.78 |
GEBERIT N | 554.80 |
ABB Ltd | 49.73 |
SWISSCOM N | 501.00 |
UBS | 28.65 |
Name | Price |
---|---|
Givaudan | 4'188.00 |
Partners Group Ho... | 1'193.50 |
NOVARTIS N | 92.66 |
SONOVA HLDG N | 283.30 |
Swiss Re | 114.10 |