Last price paid | 0.19 | |
Change | +5.56% [ +0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 17.06.2024 17:20 |
Fixing | 20.12.2024 |
Settlement date | 14.05.2024 |
Last trading | 20.12.2024 |
Final fixing | 20.12.2024 |
Currency redemption | CHF |
Perf. since issue | -2.63% |
Year to date (YTD) | n.a. |
1 month | -13.64% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.19 |
Underlying price on issue | 58.43 |
Premium | 0.09% |
Premium p.a. | 0.17% |
Leverage | 10.43 |
Implied volatility | 0.19 |
ISIN | CH1338497063 |
Symbol | BN0VMZ |
Security | 133849706 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 31.12.2024 |
Underlying | Danone, FR0000120644 |
Underlying ISIN | FR0000120644 |
Strike | 62.00 |
C/P type | call |
Subscription ratio | 13.33 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 13.33333 |
Value day | 06.05.2024 |
Premium | 9.15% |
Premium p.a. | 17.05% |
Leverage | 23.35 |
Implied volatility | 18.90% |
Moneyness | out-of-the-money |
Leverage | 10.4250 |
Delta | 0.4464 |
Gamma | 0.0039 |
Theta | -0.0008 |
Rho | 0.0094 |
Vega | 0.0125 |
Fair value | 0.19 |
Intrinsic value | n.a. |
Break-even | 64.53 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Swiss Life Hldg | 646.00 |
Lonza Group | 478.40 |
ABB Ltd | 50.76 |
Swiss Re | 111.10 |
ZURICH INSURANCE | 478.60 |
Name | Price |
---|---|
Compagnie Financi... | 141.30 |
Nestlé SA | 94.74 |
NOVARTIS N | 93.19 |
SONOVA HLDG N | 270.70 |
Alcon AG | 78.40 |