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 |
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 | 0.17% |
Premium p.a. | 0.32% |
Leverage | 8.51 |
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 | 16.39% |
Premium p.a. | 31.81% |
Leverage | 25.81 |
Implied volatility | 27.41% |
Moneyness | out-of-the-money |
Leverage | 8.5410 |
Delta | 0.3309 |
Gamma | 0.0000 |
Theta | -0.0009 |
Rho | 0.0064 |
Vega | 0.0110 |
Fair value | 0.17 |
Intrinsic value | n.a. |
Break-even | 2'586.10 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
SONOVA HLDG N | 276.70 |
KUEHNE & NAGEL | 262.20 |
LOGITECH INT. | 88.06 |
Sika AG | 260.80 |
Lonza Group | 490.30 |
Name | Price |
---|---|
ZURICH INSURANCE | 481.70 |
Compagnie Financi... | 143.50 |
Swiss Re | 112.35 |
ROCHE GS | 253.60 |
Partners Group Ho... | 1'153.00 |