Last price paid | 0.71 | |
Change | +5.97% [ +0.04 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 23.08.2024 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 | +110.29% |
Year to date (YTD) | n.a. |
1 month | +44.90% |
3 months | +69.05% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.34 |
Underlying price on issue | 89.61 |
Premium | 0.03% |
Premium p.a. | 0.08% |
Leverage | 5.53 |
Implied volatility | 0.28 |
ISIN | CH1305153392 |
Symbol | SAN3PZ |
Security | 130515339 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 31.12.2024 |
Underlying | Sanofi, FR0000120578 |
Underlying ISIN | FR0000120578 |
Strike | 88.00 |
C/P type | call |
Subscription ratio | 20.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 20 |
Value day | 24.04.2024 |
Premium | 2.72% |
Premium p.a. | 7.63% |
Leverage | 6.66 |
Implied volatility | 27.55% |
Moneyness | in-the-money |
Leverage | 5.5330 |
Delta | 0.8309 |
Gamma | 0.0008 |
Theta | -0.0011 |
Rho | 0.0115 |
Vega | 0.0072 |
Fair value | 0.13 |
Intrinsic value | n.a. |
Break-even | 103.07 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Swiss Re | 117.85 |
SONOVA HLDG N | 298.20 |
KUEHNE & NAGEL | 262.10 |
GEBERIT N | 533.60 |
Holcim | 81.42 |
Name | Price |
---|---|
Lonza Group | 559.40 |
LOGITECH INT. | 77.94 |
NOVARTIS N | 100.40 |
ROCHE GS | 283.20 |
Nestlé SA | 89.54 |