Last price paid | 0.19 | |
Change | -5.00% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 26.06.2024 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 | -7.50% |
Year to date (YTD) | n.a. |
1 month | -9.52% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.20 |
Underlying price on issue | 141.80 |
Premium | 0.27% |
Premium p.a. | 0.27% |
Leverage | 8.09 |
Implied volatility | 0.24 |
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 | 27.04% |
Premium p.a. | 27.04% |
Leverage | 39.08 |
Implied volatility | 24.37% |
Moneyness | out-of-the-money |
Leverage | 8.0917 |
Delta | 0.2070 |
Gamma | 0.0004 |
Theta | -0.0007 |
Rho | 0.0119 |
Vega | 0.0205 |
Fair value | 0.19 |
Intrinsic value | n.a. |
Break-even | 183.70 |
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 |