Last price paid | 0.025 | |
Change | -16.67% [ 0.00 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 17.06.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 02.05.2024 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | -76.92% |
Year to date (YTD) | n.a. |
1 month | -77.27% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.13 |
Underlying price on issue | 89.61 |
Premium | 0.02% |
Premium p.a. | 0.86% |
Leverage | 46.48 |
Implied volatility | 0.20 |
ISIN | CH1305154077 |
Symbol | SANY0Z |
Security | 130515407 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Sanofi, FR0000120578 |
Underlying ISIN | FR0000120578 |
Strike | 90.00 |
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 | 2.36% |
Premium p.a. | 86.23% |
Leverage | 140.13 |
Implied volatility | 20.27% |
Moneyness | out-of-the-money |
Leverage | 46.4772 |
Delta | 0.3317 |
Gamma | 0.0064 |
Theta | -0.0027 |
Rho | 0.0004 |
Vega | 0.0025 |
Fair value | 0.03 |
Intrinsic value | n.a. |
Break-even | 90.63 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Swiss Life Hldg | 646.60 |
Lonza Group | 477.70 |
Swiss Re | 111.25 |
ABB Ltd | 50.74 |
ZURICH INSURANCE | 478.90 |
Name | Price |
---|---|
Nestlé SA | 94.62 |
Compagnie Financi... | 141.40 |
SONOVA HLDG N | 270.50 |
NOVARTIS N | 93.23 |
Alcon AG | 78.36 |