Last price paid | 0.21 | |
Change | +5.00% [ +0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 04.07.2024 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 | -2.27% |
Year to date (YTD) | n.a. |
1 month | +40.00% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.22 |
Underlying price on issue | 26.25 |
Premium | 0.23% |
Premium p.a. | 0.45% |
Leverage | 5.03 |
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 | 22.75% |
Premium p.a. | 44.65% |
Leverage | 11.87 |
Implied volatility | 45.53% |
Moneyness | out-of-the-money |
Leverage | 5.0276 |
Delta | 0.4234 |
Gamma | 0.0047 |
Theta | -0.0010 |
Rho | 0.0044 |
Vega | 0.0071 |
Fair value | 0.22 |
Intrinsic value | n.a. |
Break-even | 32.21 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Sika AG | 260.50 |
Alcon AG | 80.82 |
Holcim | 81.02 |
NOVARTIS N | 97.24 |
Partners Group Ho... | 1'200.00 |
Name | Price |
---|---|
ROCHE GS | 243.40 |
KUEHNE & NAGEL | 267.60 |
Compagnie Financi... | 140.55 |
UBS | 27.32 |
Givaudan | 4'319.00 |