Last price paid | 0.60 | |
Change | -10.45% [ -0.07 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 21.06.2024 12:05 |
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 | +391.67% |
Year to date (YTD) | n.a. |
1 month | -3.23% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.12 |
Underlying price on issue | 17.82 |
Premium | 0.01% |
Premium p.a. | 0.36% |
Leverage | 3.63 |
Implied volatility | 1.48 |
ISIN | CH1305154002 |
Symbol | ENR76Z |
Security | 130515400 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Siemens Energy N, DE000ENER6Y0 |
Underlying ISIN | DE000ENER6Y0 |
Strike | 18.00 |
C/P type | call |
Subscription ratio | 10.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 10 |
Value day | 24.04.2024 |
Premium | 0.69% |
Premium p.a. | 36.12% |
Leverage | 3.88 |
Implied volatility | 148.49% |
Moneyness | in-the-money |
Leverage | 3.6276 |
Delta | 0.9343 |
Gamma | 0.0027 |
Theta | -0.0043 |
Rho | 0.0003 |
Vega | 0.0004 |
Fair value | 0.02 |
Intrinsic value | n.a. |
Break-even | 24.19 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
KUEHNE & NAGEL | 260.90 |
Sika AG | 260.20 |
SONOVA HLDG N | 273.60 |
Lonza Group | 486.80 |
NOVARTIS N | 95.96 |
Name | Price |
---|---|
ROCHE GS | 249.70 |
Compagnie Financi... | 142.45 |
Swiss Re | 111.00 |
ZURICH INSURANCE | 479.20 |
Nestlé SA | 92.90 |