Last price paid | 0.30 | |
Change | -50.00% [ -0.30 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 24.07.2025 17:20 |
Initial fixing date | 27.01.2025 |
Settlement date | 03.02.2025 |
Last trading | 16.01.2026 |
Final fixing | 16.01.2026 |
Currency redemption | CHF |
Perf. since issue | +47.50% |
Year to date (YTD) | n.a. |
1 month | -60.00% |
3 months | +50.00% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.20 |
Underlying price on issue | 222.45 |
Premium | 0.14% |
Premium p.a. | 0.27% |
Leverage | 7.23 |
Implied volatility | 0.30 |
ISIN | CH1414894076 |
Symbol | IBMA4Z |
Security | 141489407 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 26.01.2026 |
Underlying | IBM Rg, US4592001014 |
Underlying ISIN | US4592001014 |
Strike | 280.00 |
C/P type | call |
Subscription ratio | 40.00 |
Issuer | Zuercher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 40 |
Value day | 27.01.2025 |
Premium | 13.72% |
Premium p.a. | 26.93% |
Leverage | 17.48 |
Implied volatility | 29.98% |
Moneyness | out-of-the-money |
Leverage | 7.2335 |
Delta | 0.4139 |
Gamma | 0.0002 |
Theta | -0.0012 |
Rho | 0.0093 |
Vega | 0.0142 |
Fair value | 0.30 |
Intrinsic value | n.a. |
Break-even | 294.83 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Nestlé SA | 74.14 |
KUEHNE & NAGEL | 169.75 |
Compagnie Financi... | 139.60 |
Givaudan | 3'614.00 |
Lonza Group | 566.40 |