Last price paid | 0.29 | |
Change | +3.57% [ +0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 29.07.2024 17:20 |
Fixing | 20.06.2025 |
Settlement date | 23.05.2024 |
Last trading | 20.06.2025 |
Final fixing | 20.06.2025 |
Currency redemption | CHF |
Perf. since issue | +47.50% |
Year to date (YTD) | n.a. |
1 month | +70.59% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.20 |
Underlying price on issue | 141.80 |
Premium | 0.18% |
Premium p.a. | 0.20% |
Leverage | 7.88 |
Implied volatility | 0.23 |
ISIN | CH1338503191 |
Symbol | BKWTCZ |
Security | 133850319 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.06.2025 |
Underlying | BKW N, CH0130293662 |
Underlying ISIN | CH0130293662 |
Strike | 180.00 |
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 | 18.18% |
Premium p.a. | 19.93% |
Leverage | 26.66 |
Implied volatility | 23.44% |
Moneyness | out-of-the-money |
Leverage | 7.8781 |
Delta | 0.2955 |
Gamma | 0.0005 |
Theta | -0.0008 |
Rho | 0.0166 |
Vega | 0.0257 |
Fair value | 0.30 |
Intrinsic value | n.a. |
Break-even | 185.90 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
KUEHNE & NAGEL | 270.60 |
Sika AG | 263.70 |
NOVARTIS N | 98.07 |
Givaudan | 4'221.00 |
SWISSCOM N | 536.00 |
Name | Price |
---|---|
Holcim | 81.34 |
Compagnie Financi... | 133.40 |
Lonza Group | 575.20 |
ABB Ltd | 47.77 |
Partners Group Ho... | 1'169.00 |