Last price paid | 0.17 | |
Change | -10.53% [ -0.02 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 23.05.2024 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 | -20.59% |
Year to date (YTD) | +6.25% |
1 month | -19.05% |
3 months | +466.67% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.17 |
Underlying price on issue | 56.93 |
Premium | 0.02% |
Premium p.a. | 0.19% |
Leverage | 16.29 |
Implied volatility | 0.21 |
ISIN | CH1268369167 |
Symbol | BNPW7Z |
Security | 126836916 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | BNP Paribas Br-A, FR0000131104 |
Underlying ISIN | FR0000131104 |
Strike | 65.00 |
C/P type | call |
Subscription ratio | 20.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 20 |
Value day | 12.06.2023 |
Premium | 1.84% |
Premium p.a. | 19.24% |
Leverage | 24.39 |
Implied volatility | 21.21% |
Moneyness | in-the-money |
Leverage | 16.2893 |
Delta | 0.6680 |
Gamma | 0.0042 |
Theta | -0.0013 |
Rho | 0.0020 |
Vega | 0.0037 |
Fair value | 0.06 |
Intrinsic value | n.a. |
Break-even | 67.73 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Lonza Group | 515.60 |
Givaudan | 4'250.00 |
Partners Group Ho... | 1'222.00 |
KUEHNE & NAGEL | 243.90 |
Compagnie Financi... | 142.05 |
Name | Price |
---|---|
NOVARTIS N | 91.54 |
Alcon AG | 81.90 |
LOGITECH INT. | 87.16 |
SONOVA HLDG N | 294.60 |
Sika AG | 281.40 |