Last price paid | 0.04 | |
Change | +14.29% [ 0.00 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 20.06.2024 17:20 |
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 | -60.00% |
Year to date (YTD) | n.a. |
1 month | n.a. |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.10 |
Underlying price on issue | 5'033.36 |
Premium | 0.09% |
Premium p.a. | 0.56% |
Leverage | 41.10 |
Implied volatility | 0.14 |
ISIN | CH1338505386 |
Symbol | SX52IZ |
Security | 133850538 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 23.08.2024 |
Underlying | EURO STOXX 50 Price EUR, EU0009658145 |
Underlying ISIN | EU0009658145 |
Strike | 5'400.00 |
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 | 9.16% |
Premium p.a. | 55.73% |
Leverage | 593.79 |
Implied volatility | 13.88% |
Moneyness | out-of-the-money |
Leverage | 41.1034 |
Delta | 0.0692 |
Gamma | 0.0000 |
Theta | -0.0018 |
Rho | 0.0024 |
Vega | 0.0128 |
Fair value | 0.04 |
Intrinsic value | n.a. |
Break-even | 5'408.34 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
NOVARTIS N | 96.01 |
Lonza Group | 487.10 |
GEBERIT N | 547.40 |
Alcon AG | 80.80 |
Partners Group Ho... | 1'171.00 |
Name | Price |
---|---|
Holcim | 78.78 |
Swiss Life Hldg | 656.00 |
Swiss Re | 113.10 |
ABB Ltd | 50.12 |
Sika AG | 257.20 |