Last price paid | 0.18 | |
Change | +5.88% [ +0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 30.05.2024 17:20 |
Fixing | 20.09.2024 |
Settlement date | 23.05.2024 |
Last trading | 20.09.2024 |
Final fixing | 20.09.2024 |
Currency redemption | CHF |
Perf. since issue | +14.71% |
Year to date (YTD) | n.a. |
1 month | n.a. |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.17 |
Underlying price on issue | 36.82 |
Premium | 0.12% |
Premium p.a. | 0.37% |
Leverage | 11.60 |
Implied volatility | 0.26 |
ISIN | CH1338501443 |
Symbol | ACLYLZ |
Security | 133850144 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.09.2024 |
Underlying | Accelleron Ind N, CH1169360919 |
Underlying ISIN | CH1169360919 |
Strike | 40.00 |
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 | 11.83% |
Premium p.a. | 37.23% |
Leverage | 37.58 |
Implied volatility | 25.71% |
Moneyness | out-of-the-money |
Leverage | 11.5989 |
Delta | 0.3087 |
Gamma | 0.0133 |
Theta | -0.0017 |
Rho | 0.0066 |
Vega | 0.0145 |
Fair value | 0.20 |
Intrinsic value | n.a. |
Break-even | 40.98 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Givaudan | 4'162.00 |
LOGITECH INT. | 88.68 |
Swiss Re | 114.15 |
NOVARTIS N | 92.92 |
Partners Group Ho... | 1'203.50 |