Last price paid | 0.045 | |
Change | -18.18% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 23.05.2024 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 | -65.00% |
Year to date (YTD) | -47.06% |
1 month | -43.75% |
3 months | +125.00% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.10 |
Underlying price on issue | 55.79 |
Premium | 0.06% |
Premium p.a. | 0.65% |
Leverage | 24.79 |
Implied volatility | 0.22 |
ISIN | CH1268366866 |
Symbol | BNP8ZZ |
Security | 126836686 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | BNP Paribas Br-A, FR0000131104 |
Underlying ISIN | FR0000131104 |
Strike | 70.00 |
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 | 6.20% |
Premium p.a. | 64.62% |
Leverage | 94.38 |
Implied volatility | 22.32% |
Moneyness | out-of-the-money |
Leverage | 24.7907 |
Delta | 0.2627 |
Gamma | 0.0036 |
Theta | -0.0012 |
Rho | 0.0008 |
Vega | 0.0033 |
Fair value | 0.04 |
Intrinsic value | n.a. |
Break-even | 70.71 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
KUEHNE & NAGEL | 245.30 |
Compagnie Financi... | 143.05 |
Partners Group Ho... | 1'224.50 |
Lonza Group | 513.80 |
Holcim | 79.52 |
Name | Price |
---|---|
NOVARTIS N | 91.49 |
LOGITECH INT. | 86.92 |
Alcon AG | 82.02 |
ZURICH INSURANCE | 467.70 |
SONOVA HLDG N | 295.70 |