Last price paid | 0.36 | |
Change | -2.70% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 25.06.2024 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 | -43.44% |
Year to date (YTD) | n.a. |
1 month | n.a. |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.61 |
Underlying price on issue | 180.89 |
Premium | 0.22% |
Premium p.a. | 0.22% |
Leverage | 7.01 |
Implied volatility | 0.25 |
ISIN | CH1338507085 |
Symbol | SIEH5Z |
Security | 133850708 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.06.2025 |
Underlying | Siemens N, DE0007236101 |
Underlying ISIN | DE0007236101 |
Strike | 200.00 |
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 | 22.33% |
Premium p.a. | 22.26% |
Leverage | 23.54 |
Implied volatility | 25.34% |
Moneyness | out-of-the-money |
Leverage | 7.0106 |
Delta | 0.2978 |
Gamma | 0.0004 |
Theta | -0.0010 |
Rho | 0.0194 |
Vega | 0.0279 |
Fair value | 0.35 |
Intrinsic value | n.a. |
Break-even | 207.20 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Lonza Group | 492.70 |
KUEHNE & NAGEL | 261.60 |
Sika AG | 260.70 |
SONOVA HLDG N | 274.10 |
NOVARTIS N | 96.20 |
Name | Price |
---|---|
Compagnie Financi... | 142.50 |
UBS | 26.28 |
ZURICH INSURANCE | 481.30 |
SWISSCOM N | 501.50 |
ROCHE GS | 251.40 |