Last price paid | 0.23 | |
Change | +21.05% [ +0.04 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 15.05.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 17.05.2023 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | -44.32% |
Year to date (YTD) | -41.03% |
1 month | +76.92% |
3 months | 0.00% |
1 year | -41.03% |
3 years | n.a. |
Issue price | 0.44 |
Underlying price on issue | 171.19 |
Premium | 0.02% |
Premium p.a. | 0.17% |
Leverage | 10.71 |
Implied volatility | 0.26 |
ISIN | CH1250731911 |
Symbol | AAPFDZ |
Security | 125073191 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Apple Rg, US0378331005 |
Underlying ISIN | US0378331005 |
Strike | 180.00 |
C/P type | call |
Subscription ratio | 50.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 50 |
Value day | 10.05.2023 |
Premium | 1.90% |
Premium p.a. | 16.52% |
Leverage | 14.09 |
Implied volatility | 26.45% |
Moneyness | in-the-money |
Leverage | 10.7068 |
Delta | 0.7598 |
Gamma | 0.0004 |
Theta | -0.0015 |
Rho | 0.0027 |
Vega | 0.0036 |
Fair value | 0.07 |
Intrinsic value | n.a. |
Break-even | 193.47 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Compagnie Financi... | 145.15 |
LOGITECH INT. | 83.16 |
Swiss Re | 109.10 |
Givaudan | 4'153.00 |
NOVARTIS N | 93.55 |
Name | Price |
---|---|
Alcon AG | 79.56 |
GEBERIT N | 559.40 |
ABB Ltd | 47.13 |
Partners Group Ho... | 1'264.50 |
SONOVA HLDG N | 295.20 |