Last price paid | 0.16 | |
Change | +23.08% [ +0.03 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 25.06.2024 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 | -55.41% |
Year to date (YTD) | n.a. |
1 month | -5.88% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.37 |
Underlying price on issue | 2'365.00 |
Premium | 0.16% |
Premium p.a. | 0.32% |
Leverage | 8.52 |
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 | 16.49% |
Premium p.a. | 32.01% |
Leverage | 25.81 |
Implied volatility | 27.51% |
Moneyness | out-of-the-money |
Leverage | 8.5204 |
Delta | 0.3301 |
Gamma | 0.0000 |
Theta | -0.0009 |
Rho | 0.0064 |
Vega | 0.0110 |
Fair value | 0.17 |
Intrinsic value | n.a. |
Break-even | 2'586.01 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
KUEHNE & NAGEL | 263.70 |
Lonza Group | 490.60 |
SONOVA HLDG N | 275.30 |
Sika AG | 260.60 |
GEBERIT N | 545.40 |
Name | Price |
---|---|
Compagnie Financi... | 143.50 |
ZURICH INSURANCE | 483.10 |
Swiss Re | 112.30 |
SWISSCOM N | 505.00 |
ROCHE GS | 253.40 |