Last price paid | 0.35 | |
Change | +20.69% [ +0.06 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 31.05.2024 17:20 |
Fixing | 19.07.2024 |
Settlement date | 13.05.2024 |
Last trading | 19.07.2024 |
Final fixing | 19.07.2024 |
Currency redemption | CHF |
Perf. since issue | +136.67% |
Year to date (YTD) | n.a. |
1 month | n.a. |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.15 |
Underlying price on issue | 216.45 |
Premium | 0.01% |
Premium p.a. | 0.07% |
Leverage | 12.96 |
Implied volatility | 0.18 |
ISIN | CH1338496438 |
Symbol | ROGE2Z |
Security | 133849643 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 26.07.2024 |
Underlying | Roche Hldg G, CH0012032048 |
Underlying ISIN | CH0012032048 |
Strike | 220.00 |
C/P type | call |
Subscription ratio | 40.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 40 |
Value day | 03.05.2024 |
Premium | 1.04% |
Premium p.a. | 6.75% |
Leverage | 16.32 |
Implied volatility | 17.65% |
Moneyness | in-the-money |
Leverage | 12.9558 |
Delta | 0.7937 |
Gamma | 0.0004 |
Theta | -0.0012 |
Rho | 0.0065 |
Vega | 0.0065 |
Fair value | 0.06 |
Intrinsic value | n.a. |
Break-even | 234.20 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Swiss Re | 114.70 |
NOVARTIS N | 93.17 |
KUEHNE & NAGEL | 255.50 |
SWISSCOM N | 498.20 |
Nestlé SA | 95.56 |
Name | Price |
---|---|
Sika AG | 272.90 |
GEBERIT N | 550.40 |
Holcim | 78.78 |
Lonza Group | 486.40 |
Partners Group Ho... | 1'206.00 |