Last price paid | 0.03 | |
Change | -14.29% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 28.05.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 02.05.2024 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | -90.00% |
Year to date (YTD) | n.a. |
1 month | -81.25% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.20 |
Underlying price on issue | 2'364.50 |
Premium | 0.12% |
Premium p.a. | 1.41% |
Leverage | 25.42 |
Implied volatility | 0.29 |
ISIN | CH1305153798 |
Symbol | RMSBWZ |
Security | 130515379 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Hermes Intl, FR0000052292 |
Underlying ISIN | FR0000052292 |
Strike | 2'389.28 |
C/P type | call |
Subscription ratio | 497.76 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 497.76 |
Value day | 24.04.2024 |
Premium | 11.58% |
Premium p.a. | 140.88% |
Leverage | 213.79 |
Implied volatility | 29.11% |
Moneyness | out-of-the-money |
Leverage | 25.4168 |
Delta | 0.1189 |
Gamma | 0.0000 |
Theta | -0.0012 |
Rho | 0.0004 |
Vega | 0.0024 |
Fair value | 0.02 |
Intrinsic value | n.a. |
Break-even | 2'410.10 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Swiss Re | 112.40 |
Givaudan | 4'225.00 |
ZURICH INSURANCE | 468.10 |
SONOVA HLDG N | 287.90 |
LOGITECH INT. | 86.78 |
Name | Price |
---|---|
Lonza Group | 485.70 |
UBS | 27.98 |
Compagnie Financi... | 142.20 |
Alcon AG | 80.12 |
KUEHNE & NAGEL | 249.40 |