Last price paid | 0.66 | |
Change | +3.13% [ +0.02 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 21.06.2024 12:05 |
Fixing | 21.06.2024 |
Settlement date | 22.04.2024 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | +235.00% |
Year to date (YTD) | n.a. |
1 month | +106.25% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.20 |
Underlying price on issue | 225.05 |
Premium | 0.00% |
Premium p.a. | 0.15% |
Leverage | 8.69 |
Implied volatility | 0.56 |
ISIN | CH1305151727 |
Symbol | ROGZ4Z |
Security | 130515172 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Roche Hldg G, CH0012032048 |
Underlying ISIN | CH0012032048 |
Strike | 225.00 |
C/P type | call |
Subscription ratio | 40.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 40 |
Value day | 15.04.2024 |
Premium | 0.28% |
Premium p.a. | 14.54% |
Leverage | 9.37 |
Implied volatility | 55.78% |
Moneyness | in-the-money |
Leverage | 8.6917 |
Delta | 0.9277 |
Gamma | 0.0002 |
Theta | -0.0048 |
Rho | 0.0010 |
Vega | 0.0012 |
Fair value | 0.02 |
Intrinsic value | n.a. |
Break-even | 251.80 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
SONOVA HLDG N | 274.80 |
Sika AG | 260.00 |
KUEHNE & NAGEL | 260.40 |
Lonza Group | 486.30 |
GEBERIT N | 541.00 |
Name | Price |
---|---|
Compagnie Financi... | 142.15 |
ROCHE GS | 249.60 |
Nestlé SA | 92.90 |
ZURICH INSURANCE | 480.20 |
Swiss Re | 111.50 |