Last price paid | 0.14 | |
Change | +7.69% [ +0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 24.05.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 09.06.2023 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | -46.30% |
Year to date (YTD) | +133.33% |
1 month | -17.65% |
3 months | -68.89% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.27 |
Underlying price on issue | 675.15 |
Premium | 0.06% |
Premium p.a. | 0.64% |
Leverage | 19.62 |
Implied volatility | 0.26 |
ISIN | CH1268366759 |
Symbol | ASMYFZ |
Security | 126836675 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | ASML Hldg Rg, NL0010273215 |
Underlying ISIN | NL0010273215 |
Strike | 920.00 |
C/P type | call |
Subscription ratio | 100.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 100 |
Value day | 02.06.2023 |
Premium | 6.15% |
Premium p.a. | 64.09% |
Leverage | 60.25 |
Implied volatility | 26.30% |
Moneyness | out-of-the-money |
Leverage | 19.6224 |
Delta | 0.3257 |
Gamma | 0.0001 |
Theta | -0.0040 |
Rho | 0.0026 |
Vega | 0.0097 |
Fair value | 0.15 |
Intrinsic value | n.a. |
Break-even | 934.61 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Partners Group Ho... | 1'233.50 |
Holcim | 80.24 |
Swiss Life Hldg | 630.80 |
KUEHNE & NAGEL | 245.80 |
UBS | 28.16 |
Name | Price |
---|---|
NOVARTIS N | 91.74 |
SONOVA HLDG N | 294.20 |
Nestlé SA | 92.42 |
Alcon AG | 82.02 |
ROCHE GS | 230.40 |