Last price paid | 0.25 | |
Change | +13.64% [ +0.03 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 17.09.2024 17:20 |
Fixing | 20.06.2025 |
Settlement date | 27.08.2024 |
Last trading | 20.06.2025 |
Final fixing | 20.06.2025 |
Currency redemption | CHF |
Perf. since issue | -2.00% |
Year to date (YTD) | n.a. |
1 month | n.a. |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.25 |
Underlying price on issue | 353.75 |
Premium | 0.15% |
Premium p.a. | 0.19% |
Leverage | 8.47 |
Implied volatility | 0.24 |
ISIN | CH1371014890 |
Symbol | BUCBTZ |
Security | 137101489 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.06.2025 |
Underlying | Bucher Industries N, CH0002432174 |
Underlying ISIN | CH0002432174 |
Strike | 400.00 |
C/P type | call |
Subscription ratio | 50.00 |
Issuer | Zuercher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 50 |
Value day | 20.08.2024 |
Premium | 14.99% |
Premium p.a. | 19.41% |
Leverage | 29.27 |
Implied volatility | 23.73% |
Moneyness | out-of-the-money |
Leverage | 8.4740 |
Delta | 0.2896 |
Gamma | 0.0001 |
Theta | -0.0007 |
Rho | 0.0117 |
Vega | 0.0211 |
Fair value | 0.25 |
Intrinsic value | n.a. |
Break-even | 412.25 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
ROCHE GS | 268.40 |
Holcim | 82.82 |
NOVARTIS N | 98.04 |
SWISSCOM N | 549.50 |
UBS | 25.28 |
Name | Price |
---|---|
SONOVA HLDG N | 295.00 |
Givaudan | 4'456.00 |
Alcon AG | 81.58 |
Sika AG | 267.80 |
Compagnie Financi... | 118.00 |