Last price paid | 0.015 | |
Change | -25.00% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 29.05.2024 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 | -88.89% |
Year to date (YTD) | n.a. |
1 month | -57.14% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.09 |
Underlying price on issue | 53.70 |
Premium | 0.16% |
Premium p.a. | 2.84% |
Leverage | 21.17 |
Implied volatility | 0.44 |
ISIN | CH1305151149 |
Symbol | BASDIZ |
Security | 130515114 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | BASF N, DE000BASF111 |
Underlying ISIN | DE000BASF111 |
Strike | 54.00 |
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 | 16.35% |
Premium p.a. | 284.14% |
Leverage | 225.76 |
Implied volatility | 44.16% |
Moneyness | out-of-the-money |
Leverage | 21.1669 |
Delta | 0.0938 |
Gamma | 0.0017 |
Theta | -0.0010 |
Rho | 0.0001 |
Vega | 0.0009 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 54.21 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
ROCHE GS | 242.80 |
Compagnie Financi... | 150.45 |
Swiss Re | 113.85 |
Alcon AG | 82.28 |
UBS | 28.49 |
Name | Price |
---|---|
Partners Group Ho... | 1'167.50 |
Lonza Group | 500.80 |
GEBERIT N | 551.00 |
Sika AG | 271.10 |
ABB Ltd | 50.26 |