Last price paid | 0.14 | |
Change | +16.67% [ +0.02 ] | |
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 | +78.57% |
Year to date (YTD) | n.a. |
1 month | +115.38% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.07 |
Underlying price on issue | 25.85 |
Premium | 0.04% |
Premium p.a. | 0.46% |
Leverage | 12.49 |
Implied volatility | 0.35 |
ISIN | CH1338495885 |
Symbol | VNAP7Z |
Security | 133849588 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Vonovia N, DE000A1ML7J1 |
Underlying ISIN | DE000A1ML7J1 |
Strike | 28.00 |
C/P type | call |
Subscription ratio | 10.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 10 |
Value day | 24.04.2024 |
Premium | 3.80% |
Premium p.a. | 46.28% |
Leverage | 22.33 |
Implied volatility | 34.85% |
Moneyness | in-the-money |
Leverage | 12.4866 |
Delta | 0.5591 |
Gamma | 0.0141 |
Theta | -0.0020 |
Rho | 0.0012 |
Vega | 0.0032 |
Fair value | 0.11 |
Intrinsic value | n.a. |
Break-even | 29.26 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Lonza Group | 482.50 |
UBS | 28.03 |
Partners Group Ho... | 1'195.50 |
GEBERIT N | 557.00 |
Holcim | 79.30 |