Last price paid | 1.04 | |
Change | +2.97% [ +0.03 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 29.05.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 23.03.2023 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | +80.17% |
Year to date (YTD) | +85.71% |
1 month | +62.50% |
3 months | 0.00% |
1 year | +38.67% |
3 years | n.a. |
Issue price | 0.58 |
Underlying price on issue | 406.40 |
Premium | 0.00% |
Premium p.a. | 0.05% |
Leverage | 8.32 |
Implied volatility | 0.29 |
ISIN | CH1250715666 |
Symbol | ZURSAZ |
Security | 125071566 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Zurich Insur Gr N, CH0011075394 |
Underlying ISIN | CH0011075394 |
Strike | 420.00 |
C/P type | call |
Subscription ratio | 50.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 50 |
Value day | 16.03.2023 |
Premium | 0.39% |
Premium p.a. | 4.78% |
Leverage | 9.00 |
Implied volatility | 28.64% |
Moneyness | in-the-money |
Leverage | 8.3177 |
Delta | 0.9239 |
Gamma | 0.0001 |
Theta | -0.0021 |
Rho | 0.0063 |
Vega | 0.0038 |
Fair value | 0.04 |
Intrinsic value | n.a. |
Break-even | 472.25 |
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 |