Last price paid | 0.03 | |
Change | +20.00% [ 0.00 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 26.09.2024 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 | -76.67% |
Year to date (YTD) | n.a. |
1 month | n.a. |
3 months | -68.42% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.15 |
Underlying price on issue | 448.95 |
Premium | 0.39% |
Premium p.a. | 0.53% |
Leverage | 10.39 |
Implied volatility | 0.26 |
ISIN | CH1338506814 |
Symbol | OR0G5Z |
Security | 133850681 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.06.2025 |
Underlying | L'Oreal, FR0000120321 |
Underlying ISIN | FR0000120321 |
Strike | 560.00 |
C/P type | call |
Subscription ratio | 100.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 100 |
Value day | 28.05.2024 |
Premium | 39.31% |
Premium p.a. | 52.56% |
Leverage | 108.98 |
Implied volatility | 25.87% |
Moneyness | out-of-the-money |
Leverage | 10.3915 |
Delta | 0.0954 |
Gamma | 0.0000 |
Theta | -0.0003 |
Rho | 0.0024 |
Vega | 0.0056 |
Fair value | 0.04 |
Intrinsic value | n.a. |
Break-even | 563.71 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
SONOVA HLDG N | 304.20 |
Compagnie Financi... | 133.00 |
Sika AG | 281.80 |
ROCHE GS | 272.70 |
Partners Group Ho... | 1'267.00 |
Name | Price |
---|---|
ABB Ltd | 49.69 |
Holcim | 84.18 |
Lonza Group | 536.80 |
LOGITECH INT. | 74.66 |
Givaudan | 4'606.00 |