Last price paid | 0.17 | |
Change | -22.73% [ -0.05 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 26.06.2024 17:20 |
Fixing | 19.07.2024 |
Settlement date | 19.06.2024 |
Last trading | 19.07.2024 |
Final fixing | 19.07.2024 |
Currency redemption | CHF |
Perf. since issue | +10.00% |
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 | 473.65 |
Premium | 0.02% |
Premium p.a. | 0.20% |
Leverage | 30.45 |
Implied volatility | 0.14 |
ISIN | CH1338510147 |
Symbol | ZUR2RZ |
Security | 133851014 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 26.07.2024 |
Underlying | Zurich Insur Gr N, CH0011075394 |
Underlying ISIN | CH0011075394 |
Strike | 480.00 |
C/P type | call |
Subscription ratio | 50.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 50 |
Value day | 12.06.2024 |
Premium | 1.68% |
Premium p.a. | 20.40% |
Leverage | 58.21 |
Implied volatility | 14.33% |
Moneyness | in-the-money |
Leverage | 30.4483 |
Delta | 0.5231 |
Gamma | 0.0004 |
Theta | -0.0028 |
Rho | 0.0040 |
Vega | 0.0110 |
Fair value | 0.16 |
Intrinsic value | n.a. |
Break-even | 488.25 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
SONOVA HLDG N | 274.80 |
Sika AG | 260.00 |
KUEHNE & NAGEL | 260.40 |
Lonza Group | 486.30 |
GEBERIT N | 541.00 |
Name | Price |
---|---|
Compagnie Financi... | 142.15 |
ROCHE GS | 249.60 |
Nestlé SA | 92.90 |
ZURICH INSURANCE | 480.20 |
Swiss Re | 111.50 |