Last price paid | 0.07 | |
Change | +7.69% [ +0.01 ] | |
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 | -6.25% |
Year to date (YTD) | n.a. |
1 month | -17.65% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.08 |
Underlying price on issue | 59.74 |
Premium | 0.08% |
Premium p.a. | 0.28% |
Leverage | 17.82 |
Implied volatility | 0.17 |
ISIN | CH1305152360 |
Symbol | BN025Z |
Security | 130515236 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.09.2024 |
Underlying | Danone, FR0000120644 |
Underlying ISIN | FR0000120644 |
Strike | 64.00 |
C/P type | call |
Subscription ratio | 13.33 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 13.33333 |
Value day | 24.04.2024 |
Premium | 8.35% |
Premium p.a. | 28.47% |
Leverage | 59.50 |
Implied volatility | 17.17% |
Moneyness | out-of-the-money |
Leverage | 17.8178 |
Delta | 0.2995 |
Gamma | 0.0049 |
Theta | -0.0008 |
Rho | 0.0037 |
Vega | 0.0084 |
Fair value | 0.08 |
Intrinsic value | n.a. |
Break-even | 65.01 |
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 |