Last price paid | 0.13 | |
Change | -7.14% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 19.07.2024 17:20 |
Fixing | 20.06.2025 |
Settlement date | 02.07.2024 |
Last trading | 20.06.2025 |
Final fixing | 20.06.2025 |
Currency redemption | CHF |
Perf. since issue | +3.85% |
Year to date (YTD) | n.a. |
1 month | n.a. |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.13 |
Underlying price on issue | 71.04 |
Premium | 0.19% |
Premium p.a. | 0.21% |
Leverage | 4.68 |
Implied volatility | 0.35 |
ISIN | CH1338512077 |
Symbol | P91C1Z |
Security | 133851207 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.06.2025 |
Underlying | DIF Porsche Vz I, DE000PAG9113 |
Underlying ISIN | DE000PAG9113 |
Strike | 80.00 |
C/P type | call |
Subscription ratio | 50.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 50 |
Value day | 25.06.2024 |
Premium | 19.14% |
Premium p.a. | 20.98% |
Leverage | 10.47 |
Implied volatility | 35.43% |
Moneyness | out-of-the-money |
Leverage | 4.6838 |
Delta | 0.4475 |
Gamma | 0.0004 |
Theta | -0.0004 |
Rho | 0.0041 |
Vega | 0.0052 |
Fair value | 0.14 |
Intrinsic value | n.a. |
Break-even | 86.97 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
KUEHNE & NAGEL | 265.70 |
NOVARTIS N | 96.31 |
LOGITECH INT. | 80.64 |
Givaudan | 4'304.00 |
GEBERIT N | 565.00 |
Name | Price |
---|---|
Swiss Re | 106.05 |
ZURICH INSURANCE | 474.40 |
Alcon AG | 80.34 |
SWISSCOM N | 534.50 |
ROCHE GS | 279.90 |