Last price paid | 0.02 | |
Change | n.a. [ n.a. ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 26.04.2024 04:07 |
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 | -25.00% |
Year to date (YTD) | n.a. |
1 month | n.a. |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.02 |
Underlying price on issue | 9.36 |
Premium | 0.87% |
Premium p.a. | 10.58% |
Leverage | 3.31 |
Implied volatility | 2.27 |
ISIN | CH1305154069 |
Symbol | EVT80Z |
Security | 130515406 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Evotec I, DE0005664809 |
Underlying ISIN | DE0005664809 |
Strike | 15.50 |
C/P type | call |
Subscription ratio | 50.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 50 |
Value day | 24.04.2024 |
Premium | 86.97% |
Premium p.a. | 1058.16% |
Leverage | 11.48 |
Implied volatility | 227.13% |
Moneyness | out-of-the-money |
Leverage | 3.3145 |
Delta | 0.2886 |
Gamma | 0.0012 |
Theta | -0.0006 |
Rho | 0.0000 |
Vega | 0.0002 |
Fair value | 0.02 |
Intrinsic value | n.a. |
Break-even | 16.26 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Lonza Group | 484.50 |
UBS | 28.01 |
Partners Group Ho... | 1'195.50 |
Holcim | 79.30 |
Alcon AG | 80.40 |