Last price paid | 0.56 | |
Change | -12.50% [ -0.08 ] | |
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 | +58.57% |
Year to date (YTD) | +75.00% |
1 month | -30.86% |
3 months | +124.00% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.35 |
Underlying price on issue | 26.76 |
Premium | 0.01% |
Premium p.a. | 0.06% |
Leverage | 10.67 |
Implied volatility | 0.20 |
ISIN | CH1268367419 |
Symbol | SHE4MZ |
Security | 126836741 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Shell N, GB00BP6MXD84 |
Underlying ISIN | GB00BP6MXD84 |
Strike | 30.00 |
C/P type | call |
Subscription ratio | 5.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 5 |
Value day | 02.06.2023 |
Premium | 0.60% |
Premium p.a. | 5.96% |
Leverage | 11.64 |
Implied volatility | 20.16% |
Moneyness | in-the-money |
Leverage | 10.6685 |
Delta | 0.9168 |
Gamma | 0.0147 |
Theta | -0.0014 |
Rho | 0.0054 |
Vega | 0.0031 |
Fair value | 0.04 |
Intrinsic value | n.a. |
Break-even | 32.80 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
SONOVA HLDG N | 291.50 |
LOGITECH INT. | 86.32 |
Alcon AG | 82.44 |
Holcim | 79.02 |
GEBERIT N | 561.40 |
Name | Price |
---|---|
Compagnie Financi... | 140.60 |
Swiss Life Hldg | 616.40 |
ROCHE GS | 231.90 |
NOVARTIS N | 93.16 |
ABB Ltd | 48.11 |