Last price paid | 0.06 | |
Change | +9.09% [ 0.00 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 26.09.2024 17:20 |
Fixing | 20.06.2025 |
Settlement date | 29.05.2024 |
Last trading | 20.06.2025 |
Final fixing | 20.06.2025 |
Currency redemption | CHF |
Perf. since issue | -45.83% |
Year to date (YTD) | n.a. |
1 month | n.a. |
3 months | -7.69% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.12 |
Underlying price on issue | 148.59 |
Premium | 0.17% |
Premium p.a. | 0.23% |
Leverage | 12.45 |
Implied volatility | 0.17 |
ISIN | CH1338505576 |
Symbol | SX7HUZ |
Security | 133850557 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.06.2025 |
Underlying | EURO STOXX Banks Price, EU0009658426 |
Underlying ISIN | EU0009658426 |
Strike | 170.00 |
C/P type | call |
Subscription ratio | 40.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | European |
Delivery of securities | Automatic |
Minimum execution | 40 |
Value day | 22.05.2024 |
Premium | 17.32% |
Premium p.a. | 23.15% |
Leverage | 53.36 |
Implied volatility | 17.08% |
Moneyness | out-of-the-money |
Leverage | 12.4456 |
Delta | 0.2332 |
Gamma | 0.0003 |
Theta | -0.0004 |
Rho | 0.0048 |
Vega | 0.0092 |
Fair value | 0.07 |
Intrinsic value | n.a. |
Break-even | 172.76 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Compagnie Financi... | 133.70 |
SONOVA HLDG N | 302.40 |
Sika AG | 281.00 |
ROCHE GS | 272.20 |
Alcon AG | 84.18 |
Name | Price |
---|---|
Holcim | 83.20 |
ABB Ltd | 49.51 |
ZURICH INSURANCE | 512.60 |
Lonza Group | 537.60 |
Givaudan | 4'586.00 |