Last price paid | 0.10 | |
Change | +17.65% [ +0.02 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 25.06.2024 17:20 |
Fixing | 20.09.2024 |
Settlement date | 14.05.2024 |
Last trading | 20.09.2024 |
Final fixing | 20.09.2024 |
Currency redemption | CHF |
Perf. since issue | -54.76% |
Year to date (YTD) | n.a. |
1 month | -16.67% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.21 |
Underlying price on issue | 2'270.00 |
Premium | 0.12% |
Premium p.a. | 0.46% |
Leverage | 12.99 |
Implied volatility | 0.26 |
ISIN | CH1338497592 |
Symbol | RMSUXZ |
Security | 133849759 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.09.2024 |
Underlying | Hermes Intl, FR0000052292 |
Underlying ISIN | FR0000052292 |
Strike | 2'400.00 |
C/P type | call |
Subscription ratio | 497.76 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 497.76 |
Value day | 06.05.2024 |
Premium | 11.63% |
Premium p.a. | 45.66% |
Leverage | 44.55 |
Implied volatility | 25.97% |
Moneyness | out-of-the-money |
Leverage | 12.9894 |
Delta | 0.2916 |
Gamma | 0.0000 |
Theta | -0.0011 |
Rho | 0.0029 |
Vega | 0.0073 |
Fair value | 0.10 |
Intrinsic value | n.a. |
Break-even | 2'449.25 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
SONOVA HLDG N | 274.80 |
Sika AG | 260.00 |
KUEHNE & NAGEL | 260.40 |
Lonza Group | 486.30 |
GEBERIT N | 541.00 |
Name | Price |
---|---|
Compagnie Financi... | 142.15 |
ROCHE GS | 249.60 |
Nestlé SA | 92.90 |
ZURICH INSURANCE | 480.20 |
Swiss Re | 111.50 |