Last price paid | 3.08 | |
Change | -9.94% [ -0.34 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 29.05.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 22.02.2023 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | +109.18% |
Year to date (YTD) | +146.40% |
1 month | +2.33% |
3 months | +24.19% |
1 year | +96.18% |
3 years | n.a. |
Issue price | 1.47 |
Underlying price on issue | 4'277.87 |
Premium | 0.00% |
Premium p.a. | 0.02% |
Leverage | 7.70 |
Implied volatility | 0.26 |
ISIN | CH1237243253 |
Symbol | SX5HTZ |
Security | 123724325 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | EURO STOXX 50 Price EUR, EU0009658145 |
Underlying ISIN | EU0009658145 |
Strike | 4'350.00 |
C/P type | call |
Subscription ratio | 200.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | European |
Delivery of securities | Automatic |
Minimum execution | 200 |
Value day | 15.02.2023 |
Premium | 0.13% |
Premium p.a. | 1.57% |
Leverage | 7.97 |
Implied volatility | 25.68% |
Moneyness | in-the-money |
Leverage | 7.6966 |
Delta | 0.9653 |
Gamma | 0.0000 |
Theta | -0.0062 |
Rho | 0.0193 |
Vega | 0.0051 |
Fair value | 0.03 |
Intrinsic value | n.a. |
Break-even | 4'972.87 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Swiss Re | 113.35 |
ZURICH INSURANCE | 471.00 |
ROCHE GS | 229.60 |
LOGITECH INT. | 87.22 |
SONOVA HLDG N | 288.10 |
Name | Price |
---|---|
Lonza Group | 482.50 |
UBS | 27.91 |
Swiss Life Hldg | 623.00 |
GEBERIT N | 554.20 |
Compagnie Financi... | 142.25 |