Last price paid | 0.79 | |
Change | +6.76% [ +0.05 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 17.06.2024 17:20 |
Fixing | 21.03.2025 |
Settlement date | 18.04.2024 |
Last trading | 21.03.2025 |
Final fixing | 21.03.2025 |
Currency redemption | CHF |
Perf. since issue | +30.47% |
Year to date (YTD) | n.a. |
1 month | +5.33% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.64 |
Underlying price on issue | 471.60 |
Premium | 0.05% |
Premium p.a. | 0.06% |
Leverage | 7.60 |
Implied volatility | 0.17 |
ISIN | CH1305151552 |
Symbol | ZURSQZ |
Security | 130515155 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.03.2025 |
Underlying | Zurich Insur Gr N, CH0011075394 |
Underlying ISIN | CH0011075394 |
Strike | 460.00 |
C/P type | call |
Subscription ratio | 50.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 50 |
Value day | 11.04.2024 |
Premium | 4.82% |
Premium p.a. | 6.21% |
Leverage | 11.47 |
Implied volatility | 17.07% |
Moneyness | in-the-money |
Leverage | 7.6033 |
Delta | 0.6631 |
Gamma | 0.0001 |
Theta | -0.0012 |
Rho | 0.0428 |
Vega | 0.0308 |
Fair value | 0.46 |
Intrinsic value | n.a. |
Break-even | 501.75 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Lonza Group | 479.20 |
Swiss Life Hldg | 646.00 |
ABB Ltd | 50.82 |
Swiss Re | 111.15 |
Sika AG | 255.90 |
Name | Price |
---|---|
Compagnie Financi... | 141.15 |
SONOVA HLDG N | 270.50 |
NOVARTIS N | 93.20 |
Nestlé SA | 94.78 |
Alcon AG | 78.46 |