Last price paid | 0.025 | |
Change | -16.67% [ 0.00 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 29.04.2024 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 | -90.48% |
Year to date (YTD) | -93.59% |
1 month | -28.57% |
3 months | -91.07% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.21 |
Underlying price on issue | 29.39 |
Premium | 0.40% |
Premium p.a. | 3.52% |
Leverage | 8.14 |
Implied volatility | 0.79 |
ISIN | CH1268366668 |
Symbol | AIXBDZ |
Security | 126836666 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | AIXTRON N, DE000A0WMPJ6 |
Underlying ISIN | DE000A0WMPJ6 |
Strike | 32.00 |
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 | 40.47% |
Premium p.a. | 351.67% |
Leverage | 56.88 |
Implied volatility | 79.24% |
Moneyness | out-of-the-money |
Leverage | 8.1418 |
Delta | 0.1431 |
Gamma | 0.0018 |
Theta | -0.0008 |
Rho | 0.0002 |
Vega | 0.0009 |
Fair value | 0.02 |
Intrinsic value | n.a. |
Break-even | 32.41 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Compagnie Financi... | 143.95 |
Swiss Re | 109.30 |
LOGITECH INT. | 82.72 |
NOVARTIS N | 93.61 |
ZURICH INSURANCE | 473.30 |
Name | Price |
---|---|
Partners Group Ho... | 1'258.50 |
ABB Ltd | 47.05 |
Alcon AG | 80.10 |
GEBERIT N | 560.60 |
Holcim | 78.02 |