Last price paid | 0.17 | |
Change | -10.53% [ -0.02 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 28.05.2024 17:20 |
Fixing | 20.09.2024 |
Settlement date | 02.05.2024 |
Last trading | 20.09.2024 |
Final fixing | 20.09.2024 |
Currency redemption | CHF |
Perf. since issue | -8.33% |
Year to date (YTD) | n.a. |
1 month | +21.43% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.18 |
Underlying price on issue | 59.74 |
Premium | 0.06% |
Premium p.a. | 0.17% |
Leverage | 13.30 |
Implied volatility | 0.18 |
ISIN | CH1305152352 |
Symbol | BN0BYZ |
Security | 130515235 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.09.2024 |
Underlying | Danone, FR0000120644 |
Underlying ISIN | FR0000120644 |
Strike | 60.00 |
C/P type | call |
Subscription ratio | 13.33 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 13.33333 |
Value day | 24.04.2024 |
Premium | 5.76% |
Premium p.a. | 17.23% |
Leverage | 27.15 |
Implied volatility | 17.54% |
Moneyness | out-of-the-money |
Leverage | 13.2970 |
Delta | 0.4898 |
Gamma | 0.0052 |
Theta | -0.0010 |
Rho | 0.0068 |
Vega | 0.0103 |
Fair value | 0.17 |
Intrinsic value | n.a. |
Break-even | 62.17 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
SWISSCOM N | 491.80 |
KUEHNE & NAGEL | 251.20 |
Compagnie Financi... | 143.80 |
UBS | 28.31 |
ABB Ltd | 49.60 |
Name | Price |
---|---|
Lonza Group | 495.20 |
Sika AG | 276.10 |
Partners Group Ho... | 1'206.50 |
Alcon AG | 80.86 |
GEBERIT N | 560.60 |