Last price paid | 0.18 | |
Change | +20.00% [ +0.03 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 12.06.2024 17:20 |
Fixing | 20.09.2024 |
Settlement date | 02.05.2024 |
Last trading | 20.09.2024 |
Final fixing | 20.09.2024 |
Currency redemption | CHF |
Perf. since issue | +15.63% |
Year to date (YTD) | n.a. |
1 month | -21.74% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.16 |
Underlying price on issue | 25.85 |
Premium | 0.11% |
Premium p.a. | 0.36% |
Leverage | 6.98 |
Implied volatility | 0.38 |
ISIN | CH1338495877 |
Symbol | VNAD4Z |
Security | 133849587 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.09.2024 |
Underlying | Vonovia N, DE000A1ML7J1 |
Underlying ISIN | DE000A1ML7J1 |
Strike | 28.00 |
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 | 10.67% |
Premium p.a. | 36.39% |
Leverage | 14.13 |
Implied volatility | 37.74% |
Moneyness | out-of-the-money |
Leverage | 6.9773 |
Delta | 0.4938 |
Gamma | 0.0075 |
Theta | -0.0011 |
Rho | 0.0032 |
Vega | 0.0056 |
Fair value | 0.19 |
Intrinsic value | n.a. |
Break-even | 29.91 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
ABB Ltd | 51.52 |
Partners Group Ho... | 1'189.00 |
Holcim | 81.88 |
LOGITECH INT. | 90.94 |
Alcon AG | 82.10 |
Name | Price |
---|---|
Lonza Group | 485.10 |
SWISSCOM N | 492.60 |
SONOVA HLDG N | 285.60 |
Givaudan | 4'360.00 |
KUEHNE & NAGEL | 259.90 |