Last price paid | 0.07 | |
Change | -6.67% [ 0.00 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 30.05.2024 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 | -27.78% |
Year to date (YTD) | n.a. |
1 month | n.a. |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.09 |
Underlying price on issue | 55.30 |
Premium | 0.19% |
Premium p.a. | 0.32% |
Leverage | 13.62 |
Implied volatility | 0.19 |
ISIN | CH1338502417 |
Symbol | VONI1Z |
Security | 133850241 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 06.01.2025 |
Underlying | Vontobel Holding N, CH0012335540 |
Underlying ISIN | CH0012335540 |
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 | 19.28% |
Premium p.a. | 31.99% |
Leverage | 83.38 |
Implied volatility | 19.11% |
Moneyness | out-of-the-money |
Leverage | 13.6238 |
Delta | 0.1634 |
Gamma | 0.0031 |
Theta | -0.0005 |
Rho | 0.0049 |
Vega | 0.0104 |
Fair value | 0.07 |
Intrinsic value | n.a. |
Break-even | 64.65 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Swiss Re | 114.70 |
NOVARTIS N | 93.17 |
KUEHNE & NAGEL | 255.50 |
SWISSCOM N | 498.20 |
Nestlé SA | 95.56 |
Name | Price |
---|---|
Sika AG | 272.90 |
GEBERIT N | 550.40 |
Holcim | 78.78 |
Lonza Group | 486.40 |
Partners Group Ho... | 1'206.00 |