Last price paid | 0.25 | |
Change | +4.17% [ +0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 31.05.2024 17:20 |
Fixing | 20.12.2024 |
Settlement date | 02.05.2024 |
Last trading | 20.12.2024 |
Final fixing | 20.12.2024 |
Currency redemption | CHF |
Perf. since issue | -1.92% |
Year to date (YTD) | n.a. |
1 month | +19.05% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.26 |
Underlying price on issue | 59.74 |
Premium | 0.07% |
Premium p.a. | 0.12% |
Leverage | 9.60 |
Implied volatility | 0.18 |
ISIN | CH1305152378 |
Symbol | BN0FWZ |
Security | 130515237 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 31.12.2024 |
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 | 7.21% |
Premium p.a. | 12.30% |
Leverage | 17.48 |
Implied volatility | 17.52% |
Moneyness | out-of-the-money |
Leverage | 9.6036 |
Delta | 0.5495 |
Gamma | 0.0039 |
Theta | -0.0008 |
Rho | 0.0129 |
Vega | 0.0135 |
Fair value | 0.26 |
Intrinsic value | n.a. |
Break-even | 63.38 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Swiss Re | 114.70 |
NOVARTIS N | 93.17 |
KUEHNE & NAGEL | 255.50 |
SWISSCOM N | 498.20 |
Nestlé SA | 95.56 |
Name | Price |
---|---|
Sika AG | 272.90 |
GEBERIT N | 550.40 |
Holcim | 78.78 |
Lonza Group | 486.40 |
Partners Group Ho... | 1'206.00 |