Last price paid | 0.025 | |
Change | +25.00% [ +0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 13.05.2024 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 | -91.67% |
Year to date (YTD) | -37.50% |
1 month | +25.00% |
3 months | -44.44% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.24 |
Underlying price on issue | 46.60 |
Premium | 0.07% |
Premium p.a. | 0.76% |
Leverage | 46.73 |
Implied volatility | 0.15 |
ISIN | CH1268369720 |
Symbol | UNABYZ |
Security | 126836972 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Unilever Rg, GB00B10RZP78 |
Underlying ISIN | GB00B10RZP78 |
Strike | 54.00 |
C/P type | call |
Subscription ratio | 5.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 5 |
Value day | 12.06.2023 |
Premium | 7.26% |
Premium p.a. | 75.69% |
Leverage | 500.48 |
Implied volatility | 15.39% |
Moneyness | out-of-the-money |
Leverage | 46.7276 |
Delta | 0.0934 |
Gamma | 0.0138 |
Theta | -0.0012 |
Rho | 0.0009 |
Vega | 0.0051 |
Fair value | 0.02 |
Intrinsic value | n.a. |
Break-even | 54.10 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Holcim | 80.24 |
Swiss Life Hldg | 630.80 |
KUEHNE & NAGEL | 245.80 |
UBS | 28.16 |
Compagnie Financi... | 143.35 |
Name | Price |
---|---|
Partners Group Ho... | 1'233.50 |
NOVARTIS N | 91.74 |
SONOVA HLDG N | 294.20 |
Nestlé SA | 92.42 |
Alcon AG | 82.02 |