Last price paid | 0.12 | |
Change | -7.69% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 10.06.2024 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 | -4.17% |
Year to date (YTD) | n.a. |
1 month | -25.00% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.12 |
Underlying price on issue | 89.61 |
Premium | 0.10% |
Premium p.a. | 0.36% |
Leverage | 12.51 |
Implied volatility | 0.24 |
ISIN | CH1305153343 |
Symbol | SANHXZ |
Security | 130515334 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.09.2024 |
Underlying | Sanofi, FR0000120578 |
Underlying ISIN | FR0000120578 |
Strike | 96.00 |
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 | 10.47% |
Premium p.a. | 35.70% |
Leverage | 37.40 |
Implied volatility | 23.93% |
Moneyness | out-of-the-money |
Leverage | 12.5128 |
Delta | 0.3345 |
Gamma | 0.0016 |
Theta | -0.0011 |
Rho | 0.0039 |
Vega | 0.0085 |
Fair value | 0.12 |
Intrinsic value | n.a. |
Break-even | 98.38 |
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... | 1'194.50 |
Holcim | 81.78 |
GEBERIT N | 558.60 |
Swiss Life Hldg | 638.00 |
Name | Price |
---|---|
Lonza Group | 490.40 |
SWISSCOM N | 494.60 |
Givaudan | 4'359.00 |
SONOVA HLDG N | 288.40 |
KUEHNE & NAGEL | 260.60 |