Last price paid | 0.08 | |
Change | +6.67% [ +0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 11.09.2024 17:20 |
Fixing | 20.06.2025 |
Settlement date | 15.08.2024 |
Last trading | 20.06.2025 |
Final fixing | 20.06.2025 |
Currency redemption | CHF |
Perf. since issue | -66.00% |
Year to date (YTD) | n.a. |
1 month | -66.67% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.25 |
Underlying price on issue | 79.63 |
Premium | 0.26% |
Premium p.a. | 0.33% |
Leverage | 7.56 |
Implied volatility | 0.30 |
ISIN | CH1338523462 |
Symbol | BMWJHZ |
Security | 133852346 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.06.2025 |
Underlying | BMW I, DE0005190003 |
Underlying ISIN | DE0005190003 |
Strike | 88.00 |
C/P type | call |
Subscription ratio | 20.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 20 |
Value day | 08.08.2024 |
Premium | 25.99% |
Premium p.a. | 32.94% |
Leverage | 39.47 |
Implied volatility | 30.14% |
Moneyness | out-of-the-money |
Leverage | 7.5552 |
Delta | 0.1914 |
Gamma | 0.0008 |
Theta | -0.0003 |
Rho | 0.0036 |
Vega | 0.0079 |
Fair value | 0.09 |
Intrinsic value | n.a. |
Break-even | 89.81 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Partners Group Ho... | 1'172.50 |
Alcon AG | 84.68 |
KUEHNE & NAGEL | 254.10 |
ABB Ltd | 46.86 |
Holcim | 79.92 |
Name | Price |
---|---|
ROCHE GS | 263.00 |
Lonza Group | 542.60 |
Nestlé SA | 87.88 |
SWISSCOM N | 548.00 |
Swiss Life Hldg | 697.60 |