Last price paid | 0.02 | |
Change | -20.00% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 10.05.2024 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 | -81.25% |
Year to date (YTD) | -60.00% |
1 month | -63.64% |
3 months | -33.33% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.08 |
Underlying price on issue | 46.04 |
Premium | 0.16% |
Premium p.a. | 1.60% |
Leverage | 18.90 |
Implied volatility | 0.36 |
ISIN | CH1268366767 |
Symbol | BASUCZ |
Security | 126836676 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | BASF N, DE000BASF111 |
Underlying ISIN | DE000BASF111 |
Strike | 56.00 |
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 | 16.22% |
Premium p.a. | 160.01% |
Leverage | 159.98 |
Implied volatility | 35.65% |
Moneyness | out-of-the-money |
Leverage | 18.8975 |
Delta | 0.1181 |
Gamma | 0.0018 |
Theta | -0.0008 |
Rho | 0.0003 |
Vega | 0.0015 |
Fair value | 0.02 |
Intrinsic value | n.a. |
Break-even | 56.30 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Alcon AG | 82.82 |
SONOVA HLDG N | 288.40 |
LOGITECH INT. | 85.10 |
Swiss Re | 111.25 |
Lonza Group | 510.80 |
Name | Price |
---|---|
Swiss Life Hldg | 620.80 |
KUEHNE & NAGEL | 242.10 |
Compagnie Financi... | 142.00 |
ABB Ltd | 48.02 |
Partners Group Ho... | 1'255.00 |