Last price paid | 0.13 | |
Change | +8.33% [ +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 | -3.57% |
Year to date (YTD) | n.a. |
1 month | +18.18% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.14 |
Underlying price on issue | 59.74 |
Premium | 0.11% |
Premium p.a. | 0.19% |
Leverage | 11.86 |
Implied volatility | 0.17 |
ISIN | CH1305152386 |
Symbol | BN03AZ |
Security | 130515238 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 31.12.2024 |
Underlying | Danone, FR0000120644 |
Underlying ISIN | FR0000120644 |
Strike | 64.00 |
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 | 11.28% |
Premium p.a. | 19.25% |
Leverage | 33.01 |
Implied volatility | 17.39% |
Moneyness | out-of-the-money |
Leverage | 11.8649 |
Delta | 0.3595 |
Gamma | 0.0037 |
Theta | -0.0007 |
Rho | 0.0086 |
Vega | 0.0128 |
Fair value | 0.14 |
Intrinsic value | n.a. |
Break-even | 65.79 |
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 |