Last price paid | 0.17 | |
Change | -32.00% [ -0.08 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 22.05.2024 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 | n.a. |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.37 |
Underlying price on issue | 2'365.00 |
Premium | 0.19% |
Premium p.a. | 0.31% |
Leverage | 8.29 |
Implied volatility | 0.27 |
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 | 18.55% |
Premium p.a. | 30.63% |
Leverage | 26.20 |
Implied volatility | 26.60% |
Moneyness | out-of-the-money |
Leverage | 8.2895 |
Delta | 0.3164 |
Gamma | 0.0000 |
Theta | -0.0008 |
Rho | 0.0073 |
Vega | 0.0119 |
Fair value | 0.17 |
Intrinsic value | n.a. |
Break-even | 2'583.16 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Partners Group Ho... | 1'233.50 |
Holcim | 80.24 |
Swiss Life Hldg | 630.80 |
KUEHNE & NAGEL | 245.80 |
UBS | 28.16 |
Name | Price |
---|---|
NOVARTIS N | 91.74 |
SONOVA HLDG N | 294.20 |
Nestlé SA | 92.42 |
Alcon AG | 82.02 |
ROCHE GS | 230.40 |