Last price paid | 0.02 | |
Change | -20.00% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 13.06.2024 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 | -91.18% |
Year to date (YTD) | n.a. |
1 month | -91.30% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.17 |
Underlying price on issue | 81.37 |
Premium | 0.16% |
Premium p.a. | 4.09% |
Leverage | 21.45 |
Implied volatility | 0.53 |
ISIN | CH1338498848 |
Symbol | BABDIZ |
Security | 133849884 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Alibaba Grp Sp ADS, US01609W1027 |
Underlying ISIN | US01609W1027 |
Strike | 84.27 |
C/P type | call |
Subscription ratio | 19.83 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 19.82868 |
Value day | 06.05.2024 |
Premium | 15.67% |
Premium p.a. | 408.58% |
Leverage | 219.05 |
Implied volatility | 52.88% |
Moneyness | out-of-the-money |
Leverage | 21.4492 |
Delta | 0.0979 |
Gamma | 0.0013 |
Theta | -0.0021 |
Rho | 0.0001 |
Vega | 0.0011 |
Fair value | 0.02 |
Intrinsic value | n.a. |
Break-even | 85.34 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
NOVARTIS N | 95.01 |
ROCHE GS | 247.60 |
Nestlé SA | 95.28 |
SWISSCOM N | 496.00 |
Lonza Group | 480.30 |
Name | Price |
---|---|
LOGITECH INT. | 88.38 |
Sika AG | 255.90 |
Partners Group Ho... | 1'154.50 |
Holcim | 80.04 |
ABB Ltd | 49.89 |