Last price paid | 0.04 | |
Change | -33.33% [ -0.02 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 23.05.2024 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 | -41.67% |
Year to date (YTD) | n.a. |
1 month | n.a. |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.06 |
Underlying price on issue | 31.01 |
Premium | 0.11% |
Premium p.a. | 1.30% |
Leverage | 17.71 |
Implied volatility | 0.36 |
ISIN | CH1338498624 |
Symbol | INTH5Z |
Security | 133849862 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Intel Rg, US4581401001 |
Underlying ISIN | US4581401001 |
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 | 06.05.2024 |
Premium | 10.70% |
Premium p.a. | 130.19% |
Leverage | 80.98 |
Implied volatility | 36.20% |
Moneyness | out-of-the-money |
Leverage | 17.7105 |
Delta | 0.2187 |
Gamma | 0.0100 |
Theta | -0.0015 |
Rho | 0.0005 |
Vega | 0.0024 |
Fair value | 0.04 |
Intrinsic value | n.a. |
Break-even | 34.38 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Swiss Re | 113.15 |
Givaudan | 4'237.00 |
ZURICH INSURANCE | 469.00 |
ABB Ltd | 49.63 |
SWISSCOM N | 491.80 |
Name | Price |
---|---|
Lonza Group | 486.00 |
UBS | 27.97 |
Partners Group Ho... | 1'193.00 |
Compagnie Financi... | 142.30 |
GEBERIT N | 555.40 |