Last price paid | n.a. | |
Change | -25.00% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | n.a. n.a. |
Fixing | 16.08.2024 |
Settlement date | 29.05.2024 |
Last trading | 16.08.2024 |
Final fixing | 16.08.2024 |
Currency redemption | CHF |
Perf. since issue | -96.88% |
Year to date (YTD) | n.a. |
1 month | -81.25% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.32 |
Underlying price on issue | 5'033.36 |
Premium | 0.08% |
Premium p.a. | 3.94% |
Leverage | 68.92 |
Implied volatility | 0.27 |
ISIN | CH1338505329 |
Symbol | SX55QZ |
Security | 133850532 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 23.08.2024 |
Underlying | EURO STOXX 50 Price EUR, EU0009658145 |
Underlying ISIN | EU0009658145 |
Strike | 5'200.00 |
C/P type | call |
Subscription ratio | 200.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | European |
Delivery of securities | Automatic |
Minimum execution | 200 |
Value day | 22.05.2024 |
Premium | 7.55% |
Premium p.a. | 393.66% |
Leverage | 2'307.12 |
Implied volatility | 27.43% |
Moneyness | out-of-the-money |
Leverage | 68.9229 |
Delta | 0.0299 |
Gamma | 0.0000 |
Theta | -0.0044 |
Rho | 0.0001 |
Vega | 0.0022 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 5'202.10 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
SONOVA HLDG N | 303.40 |
Compagnie Financi... | 132.45 |
Sika AG | 281.40 |
ROCHE GS | 272.60 |
Nestlé SA | 85.32 |
Name | Price |
---|---|
Holcim | 84.00 |
ABB Ltd | 49.65 |
Lonza Group | 536.60 |
LOGITECH INT. | 74.40 |
Givaudan | 4'601.00 |