Last price paid | 0.15 | |
Change | +15.38% [ +0.02 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | 10'000.00 Unit | |
Date/time | 11.07.2024 17:15 |
Fixing | 20.06.2025 |
Settlement date | 04.06.2024 |
Last trading | 20.06.2025 |
Final fixing | 20.06.2025 |
Currency redemption | CHF |
Perf. since issue | +29.17% |
Year to date (YTD) | n.a. |
1 month | +87.50% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.12 |
Underlying price on issue | 26.26 |
Premium | 0.50% |
Premium p.a. | 0.52% |
Leverage | 4.80 |
Implied volatility | 0.42 |
ISIN | CH1338506897 |
Symbol | ENRFCZ |
Security | 133850689 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.06.2025 |
Underlying | Siemens Energy N, DE000ENER6Y0 |
Underlying ISIN | DE000ENER6Y0 |
Strike | 40.00 |
C/P type | call |
Subscription ratio | 10.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 10 |
Value day | 28.05.2024 |
Premium | 49.87% |
Premium p.a. | 52.01% |
Leverage | 17.46 |
Implied volatility | 42.06% |
Moneyness | out-of-the-money |
Leverage | 4.7988 |
Delta | 0.2749 |
Gamma | 0.0030 |
Theta | -0.0006 |
Rho | 0.0056 |
Vega | 0.0088 |
Fair value | 0.16 |
Intrinsic value | n.a. |
Break-even | 41.59 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
ABB Ltd | 51.84 |
Partners Group Ho... | 1'245.50 |
Sika AG | 265.50 |
LOGITECH INT. | 82.80 |
Compagnie Financi... | 143.00 |
Name | Price |
---|---|
KUEHNE & NAGEL | 257.90 |
Lonza Group | 518.00 |
Swiss Life Hldg | 676.20 |
SWISSCOM N | 525.50 |
SONOVA HLDG N | 277.30 |