Last price paid | 0.14 | |
Change | +7.69% [ +0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 12.06.2024 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 | -6.67% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.14 |
Underlying price on issue | 59.74 |
Premium | 0.10% |
Premium p.a. | 0.18% |
Leverage | 12.04 |
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 | 9.88% |
Premium p.a. | 17.85% |
Leverage | 30.79 |
Implied volatility | 16.99% |
Moneyness | out-of-the-money |
Leverage | 12.0394 |
Delta | 0.3910 |
Gamma | 0.0040 |
Theta | -0.0007 |
Rho | 0.0089 |
Vega | 0.0128 |
Fair value | 0.15 |
Intrinsic value | n.a. |
Break-even | 65.95 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
LOGITECH INT. | 91.30 |
Alcon AG | 82.36 |
ROCHE GS | 244.20 |
ABB Ltd | 51.64 |
NOVARTIS N | 94.85 |
Name | Price |
---|---|
Sika AG | 264.80 |
KUEHNE & NAGEL | 257.10 |
SONOVA HLDG N | 279.10 |
GEBERIT N | 551.40 |
UBS | 27.79 |