Last price paid | 0.17 | |
Change | +6.25% [ +0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 31.05.2024 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 | +59.09% |
Year to date (YTD) | n.a. |
1 month | +30.77% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.11 |
Underlying price on issue | 25.85 |
Premium | 0.10% |
Premium p.a. | 0.32% |
Leverage | 7.69 |
Implied volatility | 0.33 |
ISIN | CH1338495901 |
Symbol | VNAUOZ |
Security | 133849590 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.09.2024 |
Underlying | Vonovia N, DE000A1ML7J1 |
Underlying ISIN | DE000A1ML7J1 |
Strike | 30.00 |
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 | 10.37% |
Premium p.a. | 31.80% |
Leverage | 16.13 |
Implied volatility | 32.72% |
Moneyness | out-of-the-money |
Leverage | 7.6900 |
Delta | 0.4768 |
Gamma | 0.0076 |
Theta | -0.0010 |
Rho | 0.0038 |
Vega | 0.0064 |
Fair value | 0.18 |
Intrinsic value | n.a. |
Break-even | 31.79 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Swiss Re | 114.70 |
NOVARTIS N | 93.17 |
KUEHNE & NAGEL | 255.50 |
SWISSCOM N | 498.20 |
Nestlé SA | 95.56 |
Name | Price |
---|---|
Sika AG | 272.90 |
GEBERIT N | 550.40 |
Holcim | 78.78 |
Lonza Group | 486.40 |
Partners Group Ho... | 1'206.00 |