Last price paid | 0.025 | |
Change | -16.67% [ 0.00 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 27.03.2024 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 | -80.00% |
Year to date (YTD) | -85.29% |
1 month | -44.44% |
3 months | -85.29% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.10 |
Underlying price on issue | 29.39 |
Premium | 0.75% |
Premium p.a. | 6.53% |
Leverage | 6.27 |
Implied volatility | 1.13 |
ISIN | CH1268366676 |
Symbol | AIX8BZ |
Security | 126836667 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | AIXTRON N, DE000A0WMPJ6 |
Underlying ISIN | DE000A0WMPJ6 |
Strike | 40.00 |
C/P type | call |
Subscription ratio | 20.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 20 |
Value day | 02.06.2023 |
Premium | 75.14% |
Premium p.a. | 653.04% |
Leverage | 56.86 |
Implied volatility | 113.49% |
Moneyness | out-of-the-money |
Leverage | 6.2652 |
Delta | 0.1102 |
Gamma | 0.0011 |
Theta | -0.0010 |
Rho | 0.0001 |
Vega | 0.0007 |
Fair value | 0.02 |
Intrinsic value | n.a. |
Break-even | 40.41 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Compagnie Financi... | 144.90 |
Swiss Re | 110.20 |
LOGITECH INT. | 82.70 |
NOVARTIS N | 93.79 |
ROCHE GS | 237.60 |
Name | Price |
---|---|
Partners Group Ho... | 1'260.50 |
ABB Ltd | 47.11 |
Alcon AG | 80.10 |
GEBERIT N | 561.40 |
SONOVA HLDG N | 295.80 |