Last price paid | 0.20 | |
Change | +5.26% [ +0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 06.06.2024 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 | +13.89% |
Year to date (YTD) | n.a. |
1 month | +25.00% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.18 |
Underlying price on issue | 59.74 |
Premium | 0.05% |
Premium p.a. | 0.15% |
Leverage | 12.39 |
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 | 4.55% |
Premium p.a. | 14.83% |
Leverage | 21.82 |
Implied volatility | 18.00% |
Moneyness | in-the-money |
Leverage | 12.3883 |
Delta | 0.5678 |
Gamma | 0.0052 |
Theta | -0.0010 |
Rho | 0.0072 |
Vega | 0.0097 |
Fair value | 0.20 |
Intrinsic value | n.a. |
Break-even | 62.75 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
ROCHE GS | 242.60 |
Compagnie Financi... | 150.10 |
Swiss Re | 113.65 |
Holcim | 79.98 |
Alcon AG | 82.16 |
Name | Price |
---|---|
Partners Group Ho... | 1'165.00 |
Lonza Group | 500.20 |
Sika AG | 270.90 |
GEBERIT N | 550.80 |
SWISSCOM N | 503.50 |