Last price paid | 0.15 | |
Change | -16.67% [ -0.03 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 25.07.2024 17:20 |
Fixing | 20.12.2024 |
Settlement date | 04.06.2024 |
Last trading | 20.12.2024 |
Final fixing | 20.12.2024 |
Currency redemption | CHF |
Perf. since issue | -34.09% |
Year to date (YTD) | n.a. |
1 month | 0.00% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.22 |
Underlying price on issue | 26.25 |
Premium | 0.27% |
Premium p.a. | 0.59% |
Leverage | 5.66 |
Implied volatility | 0.46 |
ISIN | CH1338506822 |
Symbol | ENR2WZ |
Security | 133850682 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 06.01.2025 |
Underlying | Siemens Energy N, DE000ENER6Y0 |
Underlying ISIN | DE000ENER6Y0 |
Strike | 30.00 |
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 | 26.72% |
Premium p.a. | 59.12% |
Leverage | 16.40 |
Implied volatility | 46.05% |
Moneyness | out-of-the-money |
Leverage | 5.6616 |
Delta | 0.3452 |
Gamma | 0.0050 |
Theta | -0.0009 |
Rho | 0.0031 |
Vega | 0.0059 |
Fair value | 0.15 |
Intrinsic value | n.a. |
Break-even | 31.52 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Lonza Group | 559.80 |
ROCHE GS | 277.50 |
Alcon AG | 81.98 |
NOVARTIS N | 96.93 |
SWISSCOM N | 534.50 |
Name | Price |
---|---|
Nestlé SA | 88.82 |
Partners Group Ho... | 1'175.50 |
ABB Ltd | 47.24 |
LOGITECH INT. | 77.70 |
Compagnie Financi... | 131.20 |