Last price paid | 0.16 | |
Change | -5.88% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 16.07.2024 17:20 |
Fixing | 21.03.2025 |
Settlement date | 02.05.2024 |
Last trading | 21.03.2025 |
Final fixing | 21.03.2025 |
Currency redemption | CHF |
Perf. since issue | +19.23% |
Year to date (YTD) | n.a. |
1 month | +6.67% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.13 |
Underlying price on issue | 25.83 |
Premium | 0.26% |
Premium p.a. | 0.37% |
Leverage | 6.09 |
Implied volatility | 0.34 |
ISIN | CH1338495984 |
Symbol | VNA46Z |
Security | 133849598 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.03.2025 |
Underlying | Vonovia N, DE000A1ML7J1 |
Underlying ISIN | DE000A1ML7J1 |
Strike | 34.00 |
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 | 25.51% |
Premium p.a. | 36.65% |
Leverage | 17.80 |
Implied volatility | 34.17% |
Moneyness | out-of-the-money |
Leverage | 6.0944 |
Delta | 0.3424 |
Gamma | 0.0047 |
Theta | -0.0006 |
Rho | 0.0055 |
Vega | 0.0085 |
Fair value | 0.16 |
Intrinsic value | n.a. |
Break-even | 35.59 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
ROCHE GS | 271.50 |
Lonza Group | 516.20 |
SWISSCOM N | 526.50 |
Nestlé SA | 92.36 |
Sika AG | 262.00 |
Name | Price |
---|---|
SONOVA HLDG N | 265.20 |
Partners Group Ho... | 1'205.50 |
LOGITECH INT. | 80.62 |
Swiss Re | 107.65 |
Givaudan | 4'226.00 |