Last price paid | 0.01 | |
Change | -33.33% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 26.02.2024 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 | -93.67% |
Year to date (YTD) | -87.50% |
1 month | -50.00% |
3 months | -83.33% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.15 |
Underlying price on issue | 38.93 |
Premium | 0.26% |
Premium p.a. | 2.15% |
Leverage | 15.08 |
Implied volatility | 0.44 |
ISIN | CH1268367377 |
Symbol | RWEOGZ |
Security | 126836737 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | RWE I, DE0007037129 |
Underlying ISIN | DE0007037129 |
Strike | 44.00 |
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 | 26.45% |
Premium p.a. | 214.53% |
Leverage | 180.40 |
Implied volatility | 44.01% |
Moneyness | out-of-the-money |
Leverage | 15.0759 |
Delta | 0.0836 |
Gamma | 0.0014 |
Theta | -0.0005 |
Rho | 0.0002 |
Vega | 0.0009 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 44.19 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Alcon AG | 79.94 |
SONOVA HLDG N | 285.80 |
LOGITECH INT. | 80.50 |
Compagnie Financi... | 136.40 |
Partners Group Ho... | 1'251.50 |
Name | Price |
---|---|
Lonza Group | 507.40 |
ROCHE GS | 224.60 |
Swiss Re | 103.40 |
Givaudan | 4'066.00 |
SWISSCOM N | 502.00 |