Last price paid | 0.24 | |
Change | -4.00% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 26.06.2024 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 | +11.36% |
Year to date (YTD) | n.a. |
1 month | +20.00% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.22 |
Underlying price on issue | 151.60 |
Premium | 0.07% |
Premium p.a. | 0.14% |
Leverage | 12.98 |
Implied volatility | 0.16 |
ISIN | CH1338501831 |
Symbol | ALLCWZ |
Security | 133850183 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 06.01.2025 |
Underlying | Allreal Hldg N, CH0008837566 |
Underlying ISIN | CH0008837566 |
Strike | 160.00 |
C/P type | call |
Subscription ratio | 20.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 20 |
Value day | 15.05.2024 |
Premium | 7.22% |
Premium p.a. | 13.65% |
Leverage | 31.39 |
Implied volatility | 15.62% |
Moneyness | out-of-the-money |
Leverage | 12.9800 |
Delta | 0.4135 |
Gamma | 0.0011 |
Theta | -0.0010 |
Rho | 0.0155 |
Vega | 0.0218 |
Fair value | 0.25 |
Intrinsic value | n.a. |
Break-even | 164.90 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Holcim | 79.36 |
Swiss Life Hldg | 658.40 |
SONOVA HLDG N | 275.90 |
ROCHE GS | 250.40 |
UBS | 26.37 |
Name | Price |
---|---|
KUEHNE & NAGEL | 257.00 |
Nestlé SA | 92.14 |
GEBERIT N | 537.20 |
SWISSCOM N | 499.80 |
NOVARTIS N | 95.45 |