Last price paid | 0.085 | |
Change | -5.56% [ 0.00 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 21.06.2024 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 | -55.56% |
Year to date (YTD) | n.a. |
1 month | n.a. |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.18 |
Underlying price on issue | 54.44 |
Premium | 0.26% |
Premium p.a. | 0.48% |
Leverage | 10.54 |
Implied volatility | 0.27 |
ISIN | CH1338501534 |
Symbol | BAE3TZ |
Security | 133850153 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 06.01.2025 |
Underlying | Julius Baer Grp N, CH0102484968 |
Underlying ISIN | CH0102484968 |
Strike | 64.00 |
C/P type | call |
Subscription ratio | 10.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 10 |
Value day | 15.05.2024 |
Premium | 26.02% |
Premium p.a. | 48.46% |
Leverage | 64.28 |
Implied volatility | 26.68% |
Moneyness | out-of-the-money |
Leverage | 10.5351 |
Delta | 0.1639 |
Gamma | 0.0025 |
Theta | -0.0007 |
Rho | 0.0041 |
Vega | 0.0093 |
Fair value | 0.08 |
Intrinsic value | n.a. |
Break-even | 64.80 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
NOVARTIS N | 96.01 |
Lonza Group | 487.10 |
GEBERIT N | 547.40 |
Alcon AG | 80.80 |
Partners Group Ho... | 1'171.00 |
Name | Price |
---|---|
Holcim | 78.78 |
Swiss Life Hldg | 656.00 |
Swiss Re | 113.10 |
ABB Ltd | 50.12 |
Sika AG | 257.20 |