Last price paid | 0.17 | |
Change | -15.00% [ -0.03 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 28.05.2024 17:20 |
Fixing | 20.09.2024 |
Settlement date | 02.05.2024 |
Last trading | 20.09.2024 |
Final fixing | 20.09.2024 |
Currency redemption | CHF |
Perf. since issue | -13.89% |
Year to date (YTD) | n.a. |
1 month | -19.05% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.18 |
Underlying price on issue | 89.61 |
Premium | 0.08% |
Premium p.a. | 0.24% |
Leverage | 11.88 |
Implied volatility | 0.21 |
ISIN | CH1305153327 |
Symbol | SANFXZ |
Security | 130515332 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.09.2024 |
Underlying | Sanofi, FR0000120578 |
Underlying ISIN | FR0000120578 |
Strike | 92.00 |
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 | 8.09% |
Premium p.a. | 24.41% |
Leverage | 28.09 |
Implied volatility | 21.45% |
Moneyness | out-of-the-money |
Leverage | 11.8822 |
Delta | 0.4230 |
Gamma | 0.0018 |
Theta | -0.0010 |
Rho | 0.0056 |
Vega | 0.0098 |
Fair value | 0.16 |
Intrinsic value | n.a. |
Break-even | 95.13 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Swiss Re | 112.85 |
Givaudan | 4'238.00 |
ZURICH INSURANCE | 469.50 |
ABB Ltd | 49.65 |
SWISSCOM N | 492.20 |
Name | Price |
---|---|
Lonza Group | 486.80 |
Compagnie Financi... | 142.20 |
UBS | 28.04 |
GEBERIT N | 556.20 |
Partners Group Ho... | 1'198.00 |