Last price paid | 0.33 | |
Change | -19.51% [ -0.08 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 31.05.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 14.05.2024 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | +550.00% |
Year to date (YTD) | n.a. |
1 month | n.a. |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.05 |
Underlying price on issue | 19.89 |
Premium | 0.02% |
Premium p.a. | 0.26% |
Leverage | 6.06 |
Implied volatility | 0.56 |
ISIN | CH1338497386 |
Symbol | ENRZ2Z |
Security | 133849738 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Siemens Energy N, DE000ENER6Y0 |
Underlying ISIN | DE000ENER6Y0 |
Strike | 22.00 |
C/P type | call |
Subscription ratio | 10.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 10 |
Value day | 06.05.2024 |
Premium | 2.00% |
Premium p.a. | 26.10% |
Leverage | 7.48 |
Implied volatility | 55.75% |
Moneyness | in-the-money |
Leverage | 6.0584 |
Delta | 0.8096 |
Gamma | 0.0072 |
Theta | -0.0020 |
Rho | 0.0013 |
Vega | 0.0018 |
Fair value | 0.05 |
Intrinsic value | n.a. |
Break-even | 25.32 |
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 |