Last price paid | 0.15 | |
Change | -6.25% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 26.06.2024 17:20 |
Fixing | 21.03.2025 |
Settlement date | 23.05.2024 |
Last trading | 21.03.2025 |
Final fixing | 21.03.2025 |
Currency redemption | CHF |
Perf. since issue | -31.25% |
Year to date (YTD) | n.a. |
1 month | -57.14% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.32 |
Underlying price on issue | 54.44 |
Premium | 0.27% |
Premium p.a. | 0.35% |
Leverage | 6.68 |
Implied volatility | 0.32 |
ISIN | CH1338501559 |
Symbol | BAENEZ |
Security | 133850155 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.03.2025 |
Underlying | Julius Baer Grp N, CH0102484968 |
Underlying ISIN | CH0102484968 |
Strike | 62.00 |
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 | 26.53% |
Premium p.a. | 35.47% |
Leverage | 23.06 |
Implied volatility | 31.60% |
Moneyness | out-of-the-money |
Leverage | 6.6826 |
Delta | 0.2897 |
Gamma | 0.0025 |
Theta | -0.0009 |
Rho | 0.0093 |
Vega | 0.0150 |
Fair value | 0.22 |
Intrinsic value | n.a. |
Break-even | 64.20 |
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 |