Last price paid | 0.31 | |
Change | -24.39% [ -0.10 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | 8'000.00 Unit | |
Date/time | 08.08.2024 17:15 |
Fixing | 19.12.2025 |
Settlement date | 13.05.2024 |
Last trading | 19.12.2025 |
Final fixing | 19.12.2025 |
Currency redemption | CHF |
Perf. since issue | +4.41% |
Year to date (YTD) | n.a. |
1 month | -36.73% |
3 months | -22.50% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.34 |
Underlying price on issue | 440.85 |
Premium | 0.13% |
Premium p.a. | 0.09% |
Leverage | 8.09 |
Implied volatility | 0.18 |
ISIN | CH1338496594 |
Symbol | ZURYAZ |
Security | 133849659 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 05.01.2026 |
Underlying | Zurich Insur Gr N, CH0011075394 |
Underlying ISIN | CH0011075394 |
Strike | 500.00 |
C/P type | call |
Subscription ratio | 50.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 50 |
Value day | 03.05.2024 |
Premium | 12.75% |
Premium p.a. | 8.88% |
Leverage | 25.87 |
Implied volatility | 18.19% |
Moneyness | out-of-the-money |
Leverage | 8.0870 |
Delta | 0.3126 |
Gamma | 0.0001 |
Theta | -0.0005 |
Rho | 0.0275 |
Vega | 0.0373 |
Fair value | 0.36 |
Intrinsic value | n.a. |
Break-even | 517.75 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Swiss Re | 103.15 |
ABB Ltd | 45.23 |
ROCHE GS | 275.60 |
Compagnie Financi... | 125.95 |
SONOVA HLDG N | 282.20 |
Name | Price |
---|---|
ZURICH INSURANCE | 459.30 |
KUEHNE & NAGEL | 252.80 |
NOVARTIS N | 96.11 |
Lonza Group | 558.20 |
LOGITECH INT. | 73.62 |