Last price paid | 0.08 | |
Change | +6.67% [ +0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 24.06.2024 17:20 |
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 | -33.33% |
Year to date (YTD) | n.a. |
1 month | n.a. |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.12 |
Underlying price on issue | 26.26 |
Premium | 0.66% |
Premium p.a. | 0.66% |
Leverage | 5.37 |
Implied volatility | 0.41 |
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 | 66.47% |
Premium p.a. | 66.47% |
Leverage | 29.41 |
Implied volatility | 40.82% |
Moneyness | out-of-the-money |
Leverage | 5.3706 |
Delta | 0.1826 |
Gamma | 0.0028 |
Theta | -0.0004 |
Rho | 0.0035 |
Vega | 0.0062 |
Fair value | 0.08 |
Intrinsic value | n.a. |
Break-even | 40.83 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Swiss Life Hldg | 657.80 |
SONOVA HLDG N | 276.20 |
ROCHE GS | 250.50 |
ABB Ltd | 49.81 |
ZURICH INSURANCE | 481.50 |
Name | Price |
---|---|
Partners Group Ho... | 1'130.00 |
KUEHNE & NAGEL | 257.60 |
Lonza Group | 483.90 |
SWISSCOM N | 500.50 |
UBS | 26.21 |