Last price paid | 0.08 | |
Change | +6.67% [ +0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 28.05.2024 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 | 0.12 |
Underlying price on issue | 31.01 |
Premium | 0.05% |
Premium p.a. | 0.67% |
Leverage | 16.42 |
Implied volatility | 0.31 |
ISIN | CH1338498616 |
Symbol | INTSZZ |
Security | 133849861 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Intel Rg, US4581401001 |
Underlying ISIN | US4581401001 |
Strike | 32.00 |
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 | 5.50% |
Premium p.a. | 66.86% |
Leverage | 40.50 |
Implied volatility | 31.20% |
Moneyness | out-of-the-money |
Leverage | 16.4169 |
Delta | 0.4053 |
Gamma | 0.0153 |
Theta | -0.0018 |
Rho | 0.0009 |
Vega | 0.0032 |
Fair value | 0.07 |
Intrinsic value | n.a. |
Break-even | 32.77 |
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 | 4'233.00 |
ABB Ltd | 49.71 |
ROCHE GS | 229.30 |
ZURICH INSURANCE | 469.60 |
Name | Price |
---|---|
Lonza Group | 485.00 |
UBS | 28.03 |
Partners Group Ho... | 1'195.00 |
GEBERIT N | 556.60 |
Holcim | 79.22 |