Last price paid | 0.18 | |
Change | +5.88% [ +0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 19.06.2024 17:20 |
Fixing | 20.12.2024 |
Settlement date | 19.06.2024 |
Last trading | 20.12.2024 |
Final fixing | 20.12.2024 |
Currency redemption | CHF |
Perf. since issue | +23.33% |
Year to date (YTD) | n.a. |
1 month | n.a. |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.15 |
Underlying price on issue | 242.25 |
Premium | 0.11% |
Premium p.a. | 0.20% |
Leverage | 11.39 |
Implied volatility | 0.19 |
ISIN | CH1338510071 |
Symbol | ROGKPZ |
Security | 133851007 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 06.01.2025 |
Underlying | Roche Hldg G, CH0012032048 |
Underlying ISIN | CH0012032048 |
Strike | 270.00 |
C/P type | call |
Subscription ratio | 40.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 40 |
Value day | 12.06.2024 |
Premium | 11.14% |
Premium p.a. | 20.33% |
Leverage | 33.73 |
Implied volatility | 19.28% |
Moneyness | out-of-the-money |
Leverage | 11.3926 |
Delta | 0.3378 |
Gamma | 0.0003 |
Theta | -0.0009 |
Rho | 0.0105 |
Vega | 0.0169 |
Fair value | 0.19 |
Intrinsic value | n.a. |
Break-even | 277.40 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Partners Group Ho... | 1'175.50 |
Sika AG | 261.40 |
Holcim | 82.52 |
GEBERIT N | 543.60 |
Givaudan | 4'322.00 |
Name | Price |
---|---|
KUEHNE & NAGEL | 259.00 |
Compagnie Financi... | 139.70 |
NOVARTIS N | 93.60 |
Nestlé SA | 94.46 |
UBS | 27.60 |