Last price paid | 0.08 | |
Change | +6.67% [ +0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 11.07.2024 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 | -58.33% |
Year to date (YTD) | n.a. |
1 month | -15.79% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.18 |
Underlying price on issue | 54.44 |
Premium | 0.24% |
Premium p.a. | 0.51% |
Leverage | 11.15 |
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 | 24.42% |
Premium p.a. | 51.23% |
Leverage | 69.39 |
Implied volatility | 26.75% |
Moneyness | out-of-the-money |
Leverage | 11.1515 |
Delta | 0.1607 |
Gamma | 0.0025 |
Theta | -0.0007 |
Rho | 0.0036 |
Vega | 0.0088 |
Fair value | 0.08 |
Intrinsic value | n.a. |
Break-even | 64.75 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
GEBERIT N | 558.80 |
KUEHNE & NAGEL | 259.70 |
Compagnie Financi... | 138.35 |
Sika AG | 262.80 |
Holcim | 84.04 |
Name | Price |
---|---|
Swiss Re | 109.40 |
Partners Group Ho... | 1'229.50 |
SONOVA HLDG N | 271.20 |
ZURICH INSURANCE | 476.00 |
LOGITECH INT. | 82.14 |