Last price paid | 0.015 | |
Change | -50.00% [ -0.02 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 20.06.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 02.05.2024 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | -88.33% |
Year to date (YTD) | n.a. |
1 month | -85.00% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.09 |
Underlying price on issue | 59.74 |
Premium | 0.03% |
Premium p.a. | 1.69% |
Leverage | 68.28 |
Implied volatility | 0.21 |
ISIN | CH1305152337 |
Symbol | BN08TZ |
Security | 130515233 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
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 | 3.23% |
Premium p.a. | 168.54% |
Leverage | 406.91 |
Implied volatility | 20.84% |
Moneyness | out-of-the-money |
Leverage | 68.2823 |
Delta | 0.1678 |
Gamma | 0.0118 |
Theta | -0.0022 |
Rho | 0.0001 |
Vega | 0.0015 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 60.14 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
KUEHNE & NAGEL | 262.80 |
LOGITECH INT. | 88.00 |
Sika AG | 260.70 |
Lonza Group | 490.10 |
SONOVA HLDG N | 273.90 |
Name | Price |
---|---|
Compagnie Financi... | 143.60 |
ZURICH INSURANCE | 483.40 |
Swiss Re | 112.40 |
Holcim | 78.42 |
Swiss Life Hldg | 655.20 |