Last price paid | 0.19 | |
Change | +11.76% [ +0.02 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 04.07.2024 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 | -40.32% |
Year to date (YTD) | n.a. |
1 month | -32.14% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.31 |
Underlying price on issue | 67.51 |
Premium | 0.19% |
Premium p.a. | 0.20% |
Leverage | 5.75 |
Implied volatility | 0.31 |
ISIN | CH1338507010 |
Symbol | BNPQSZ |
Security | 133850701 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.06.2025 |
Underlying | BNP Paribas Br-A, FR0000131104 |
Underlying ISIN | FR0000131104 |
Strike | 72.00 |
C/P type | call |
Subscription ratio | 20.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 20 |
Value day | 28.05.2024 |
Premium | 19.08% |
Premium p.a. | 19.51% |
Leverage | 16.72 |
Implied volatility | 30.52% |
Moneyness | out-of-the-money |
Leverage | 5.7471 |
Delta | 0.3438 |
Gamma | 0.0010 |
Theta | -0.0004 |
Rho | 0.0070 |
Vega | 0.0109 |
Fair value | 0.19 |
Intrinsic value | n.a. |
Break-even | 75.81 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Partners Group Ho... | 1'217.00 |
Lonza Group | 502.20 |
Swiss Life Hldg | 659.40 |
ROCHE GS | 243.30 |
SWISSCOM N | 511.50 |
Name | Price |
---|---|
SONOVA HLDG N | 275.80 |
ABB Ltd | 49.73 |
LOGITECH INT. | 84.60 |
Givaudan | 4'257.00 |
KUEHNE & NAGEL | 264.10 |