Last price paid | 0.02 | |
Change | -20.00% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 08.07.2024 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 | -85.00% |
Year to date (YTD) | n.a. |
1 month | -75.00% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.10 |
Underlying price on issue | 5'033.36 |
Premium | 0.10% |
Premium p.a. | 0.84% |
Leverage | 50.61 |
Implied volatility | 0.15 |
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 | 10.30% |
Premium p.a. | 83.58% |
Leverage | 1'585.45 |
Implied volatility | 14.66% |
Moneyness | out-of-the-money |
Leverage | 50.6086 |
Delta | 0.0319 |
Gamma | 0.0000 |
Theta | -0.0011 |
Rho | 0.0008 |
Vega | 0.0060 |
Fair value | 0.02 |
Intrinsic value | n.a. |
Break-even | 5'403.09 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
KUEHNE & NAGEL | 258.80 |
SWISSCOM N | 519.50 |
Partners Group Ho... | 1'214.50 |
ROCHE GS | 246.30 |
Lonza Group | 508.00 |
Name | Price |
---|---|
LOGITECH INT. | 83.88 |
Alcon AG | 79.80 |
Holcim | 81.00 |
Givaudan | 4'369.00 |
Sika AG | 258.10 |