Last price paid | 0.12 | |
Change | -14.29% [ -0.02 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 22.05.2024 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 | +38.89% |
Year to date (YTD) | -67.57% |
1 month | -50.00% |
3 months | -57.14% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.09 |
Underlying price on issue | 37.87 |
Premium | 0.07% |
Premium p.a. | 0.77% |
Leverage | 9.34 |
Implied volatility | 0.48 |
ISIN | CH1268366551 |
Symbol | 1CONOZ |
Security | 126836655 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Covestro I, DE0006062144 |
Underlying ISIN | DE0006062144 |
Strike | 50.00 |
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 | 7.38% |
Premium p.a. | 76.96% |
Leverage | 19.41 |
Implied volatility | 48.43% |
Moneyness | out-of-the-money |
Leverage | 9.3381 |
Delta | 0.4811 |
Gamma | 0.0027 |
Theta | -0.0022 |
Rho | 0.0010 |
Vega | 0.0030 |
Fair value | 0.13 |
Intrinsic value | n.a. |
Break-even | 52.52 |
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 |