Last price paid | 0.03 | |
Change | -25.00% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 17.05.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 19.06.2023 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | -93.24% |
Year to date (YTD) | -84.21% |
1 month | 0.00% |
3 months | -45.45% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.37 |
Underlying price on issue | 37.60 |
Premium | 0.15% |
Premium p.a. | 1.28% |
Leverage | 19.28 |
Implied volatility | 0.32 |
ISIN | CH1268369506 |
Symbol | IFXHPZ |
Security | 126836950 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Infineon Technolo N, DE0006231004 |
Underlying ISIN | DE0006231004 |
Strike | 42.00 |
C/P type | call |
Subscription ratio | 10.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 10 |
Value day | 12.06.2023 |
Premium | 14.69% |
Premium p.a. | 127.70% |
Leverage | 145.40 |
Implied volatility | 31.92% |
Moneyness | out-of-the-money |
Leverage | 19.2796 |
Delta | 0.1326 |
Gamma | 0.0054 |
Theta | -0.0010 |
Rho | 0.0005 |
Vega | 0.0026 |
Fair value | 0.03 |
Intrinsic value | n.a. |
Break-even | 42.25 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Compagnie Financi... | 144.75 |
Swiss Re | 110.10 |
Givaudan | 4'180.00 |
Nestlé SA | 96.62 |
LOGITECH INT. | 82.40 |
Name | Price |
---|---|
SONOVA HLDG N | 291.20 |
Partners Group Ho... | 1'258.00 |
KUEHNE & NAGEL | 247.80 |
Alcon AG | 80.08 |
GEBERIT N | 561.40 |