Last price paid | 0.21 | |
Change | -4.55% [ -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 | +28.13% |
Year to date (YTD) | n.a. |
1 month | +50.00% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.16 |
Underlying price on issue | 214.30 |
Premium | 0.09% |
Premium p.a. | 0.28% |
Leverage | 11.06 |
Implied volatility | 0.24 |
ISIN | CH1305153731 |
Symbol | SU0GEZ |
Security | 130515373 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.09.2024 |
Underlying | Schneider El, FR0000121972 |
Underlying ISIN | FR0000121972 |
Strike | 240.00 |
C/P type | call |
Subscription ratio | 40.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 40 |
Value day | 24.04.2024 |
Premium | 9.20% |
Premium p.a. | 28.21% |
Leverage | 27.18 |
Implied volatility | 23.79% |
Moneyness | out-of-the-money |
Leverage | 11.0640 |
Delta | 0.4070 |
Gamma | 0.0003 |
Theta | -0.0015 |
Rho | 0.0067 |
Vega | 0.0123 |
Fair value | 0.21 |
Intrinsic value | n.a. |
Break-even | 248.37 |
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 |