Perf. since issue | -82.50% |
Year to date (YTD) | n.a. |
1 month | -70.00% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.06 |
Underlying price on issue | 67.99 |
Premium | 0.22% |
Premium p.a. | 11.66% |
Leverage | 18.61 |
Implied volatility | 0.93 |
ISIN | CH1338495976 |
Symbol | BNPRLZ |
Security | 133849597 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | BNP Paribas Br-A, FR0000131104 |
Underlying ISIN | FR0000131104 |
Strike | 72.00 |
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 | 22.37% |
Premium p.a. | 1166.21% |
Leverage | 267.95 |
Implied volatility | 92.57% |
Moneyness | out-of-the-money |
Leverage | 18.6096 |
Delta | 0.0695 |
Gamma | 0.0009 |
Theta | -0.0033 |
Rho | 0.0000 |
Vega | 0.0005 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 72.22 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Compagnie Financi... | 144.35 |
Sika AG | 257.10 |
Givaudan | 4'347.00 |
NOVARTIS N | 95.89 |
SWISSCOM N | 505.50 |
Name | Price |
---|---|
UBS | 26.51 |
Partners Group Ho... | 1'152.00 |
GEBERIT N | 540.40 |
ABB Ltd | 49.67 |
Alcon AG | 80.08 |