Last price paid | 0.19 | |
Change | +18.75% [ +0.03 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 31.05.2024 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 | +19.44% |
Year to date (YTD) | n.a. |
1 month | -13.64% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.18 |
Underlying price on issue | 89.61 |
Premium | 0.06% |
Premium p.a. | 0.19% |
Leverage | 10.73 |
Implied volatility | 0.22 |
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 | 6.13% |
Premium p.a. | 19.46% |
Leverage | 20.51 |
Implied volatility | 21.87% |
Moneyness | out-of-the-money |
Leverage | 10.7293 |
Delta | 0.5232 |
Gamma | 0.0018 |
Theta | -0.0012 |
Rho | 0.0066 |
Vega | 0.0099 |
Fair value | 0.22 |
Intrinsic value | n.a. |
Break-even | 96.43 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
KUEHNE & NAGEL | 260.90 |
Nestlé SA | 97.86 |
Lonza Group | 490.70 |
ROCHE GS | 234.60 |
Givaudan | 4'244.00 |
Name | Price |
---|---|
UBS | 27.80 |
Swiss Re | 112.05 |
Holcim | 77.76 |
ABB Ltd | 49.27 |
ZURICH INSURANCE | 469.10 |