Last price paid | 0.32 | |
Change | +6.67% [ +0.02 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 24.06.2024 17:20 |
Fixing | 20.06.2025 |
Settlement date | 14.06.2024 |
Last trading | 20.06.2025 |
Final fixing | 20.06.2025 |
Currency redemption | CHF |
Perf. since issue | +16.07% |
Year to date (YTD) | n.a. |
1 month | n.a. |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.28 |
Underlying price on issue | 22.95 |
Premium | 0.28% |
Premium p.a. | 0.28% |
Leverage | 3.62 |
Implied volatility | 0.45 |
ISIN | CH1338508588 |
Symbol | ENRDNZ |
Security | 133850858 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.06.2025 |
Underlying | Siemens Energy N, DE000ENER6Y0 |
Underlying ISIN | DE000ENER6Y0 |
Strike | 28.00 |
C/P type | call |
Subscription ratio | 10.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 10 |
Value day | 07.06.2024 |
Premium | 28.22% |
Premium p.a. | 28.22% |
Leverage | 7.23 |
Implied volatility | 44.61% |
Moneyness | out-of-the-money |
Leverage | 3.6208 |
Delta | 0.5010 |
Gamma | 0.0038 |
Theta | -0.0007 |
Rho | 0.0085 |
Vega | 0.0094 |
Fair value | 0.33 |
Intrinsic value | n.a. |
Break-even | 31.39 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
SONOVA HLDG N | 277.00 |
Swiss Life Hldg | 658.20 |
ABB Ltd | 49.90 |
ROCHE GS | 250.50 |
Alcon AG | 80.42 |
Name | Price |
---|---|
Partners Group Ho... | 1'129.50 |
KUEHNE & NAGEL | 257.70 |
Lonza Group | 484.80 |
SWISSCOM N | 501.00 |
NOVARTIS N | 95.70 |