Last price paid | 0.24 | |
Change | +200.00% [ +0.16 ] | |
Last traded volume | 6'000.00 Unit | |
Cumulative volume | 6'000.00 Unit | |
Date/time | 24.07.2024 09:15 |
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 | +294.44% |
Year to date (YTD) | n.a. |
1 month | -5.88% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.09 |
Underlying price on issue | 80.82 |
Premium | 0.02% |
Premium p.a. | 0.12% |
Leverage | 11.24 |
Implied volatility | 0.22 |
ISIN | CH1338502961 |
Symbol | SGS5TZ |
Security | 133850296 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.09.2024 |
Underlying | SGS Rg, CH1256740924 |
Underlying ISIN | CH1256740924 |
Strike | 88.00 |
C/P type | call |
Subscription ratio | 16.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 16 |
Value day | 15.05.2024 |
Premium | 2.11% |
Premium p.a. | 11.87% |
Leverage | 16.15 |
Implied volatility | 22.22% |
Moneyness | in-the-money |
Leverage | 11.2386 |
Delta | 0.6958 |
Gamma | 0.0025 |
Theta | -0.0016 |
Rho | 0.0065 |
Vega | 0.0085 |
Fair value | 0.12 |
Intrinsic value | n.a. |
Break-even | 93.68 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Givaudan | 4'170.00 |
LOGITECH INT. | 80.18 |
KUEHNE & NAGEL | 269.60 |
ROCHE GS | 273.20 |
ZURICH INSURANCE | 474.70 |
Name | Price |
---|---|
ABB Ltd | 48.55 |
UBS | 27.02 |
Partners Group Ho... | 1'205.00 |
Holcim | 84.08 |
Compagnie Financi... | 134.15 |