Last price paid | 0.65 | |
Change | +8.33% [ +0.05 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 30.05.2024 17:20 |
Fixing | 20.12.2024 |
Settlement date | 23.05.2024 |
Last trading | 20.12.2024 |
Final fixing | 20.12.2024 |
Currency redemption | CHF |
Perf. since issue | +12.93% |
Year to date (YTD) | n.a. |
1 month | n.a. |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.58 |
Underlying price on issue | 36.82 |
Premium | 0.08% |
Premium p.a. | 0.13% |
Leverage | 6.41 |
Implied volatility | 0.26 |
ISIN | CH1338501450 |
Symbol | ACLGWZ |
Security | 133850145 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 06.01.2025 |
Underlying | Accelleron Ind N, CH1169360919 |
Underlying ISIN | CH1169360919 |
Strike | 36.00 |
C/P type | call |
Subscription ratio | 5.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 5 |
Value day | 15.05.2024 |
Premium | 8.08% |
Premium p.a. | 13.40% |
Leverage | 11.10 |
Implied volatility | 26.23% |
Moneyness | in-the-money |
Leverage | 6.4062 |
Delta | 0.5773 |
Gamma | 0.0106 |
Theta | -0.0015 |
Rho | 0.0213 |
Vega | 0.0221 |
Fair value | 0.59 |
Intrinsic value | n.a. |
Break-even | 39.28 |
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 |