Last price paid | 0.08 | |
Change | +6.67% [ +0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 27.09.2024 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 | -77.03% |
Year to date (YTD) | n.a. |
1 month | +33.33% |
3 months | -42.86% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.37 |
Underlying price on issue | 2'365.00 |
Premium | 0.14% |
Premium p.a. | 0.53% |
Leverage | 12.40 |
Implied volatility | 0.28 |
ISIN | CH1305153848 |
Symbol | RMSDFZ |
Security | 130515384 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 31.12.2024 |
Underlying | Hermes Intl, FR0000052292 |
Underlying ISIN | FR0000052292 |
Strike | 2'488.84 |
C/P type | call |
Subscription ratio | 497.76 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 497.76 |
Value day | 24.04.2024 |
Premium | 13.78% |
Premium p.a. | 52.93% |
Leverage | 49.52 |
Implied volatility | 28.40% |
Moneyness | out-of-the-money |
Leverage | 12.3981 |
Delta | 0.2503 |
Gamma | 0.0000 |
Theta | -0.0011 |
Rho | 0.0025 |
Vega | 0.0068 |
Fair value | 0.09 |
Intrinsic value | n.a. |
Break-even | 2'545.17 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Compagnie Financi... | 134.65 |
Alcon AG | 84.66 |
SONOVA HLDG N | 302.80 |
Sika AG | 281.60 |
Partners Group Ho... | 1'269.00 |
Name | Price |
---|---|
Holcim | 83.18 |
ABB Ltd | 49.37 |
ZURICH INSURANCE | 512.80 |
Lonza Group | 538.40 |
SWISSCOM N | 552.50 |