Last price paid | 0.095 | |
Change | -13.64% [ -0.02 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 16.05.2024 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 | -69.57% |
Year to date (YTD) | -58.70% |
1 month | n.a. |
3 months | -32.14% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.23 |
Underlying price on issue | 405.15 |
Premium | 0.04% |
Premium p.a. | 0.37% |
Leverage | 23.86 |
Implied volatility | 0.18 |
ISIN | CH1268369548 |
Symbol | OR0V0Z |
Security | 126836954 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | L'Oreal, FR0000120321 |
Underlying ISIN | FR0000120321 |
Strike | 460.00 |
C/P type | call |
Subscription ratio | 100.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 100 |
Value day | 12.06.2023 |
Premium | 4.21% |
Premium p.a. | 36.55% |
Leverage | 63.13 |
Implied volatility | 18.44% |
Moneyness | out-of-the-money |
Leverage | 23.8598 |
Delta | 0.3779 |
Gamma | 0.0001 |
Theta | -0.0014 |
Rho | 0.0018 |
Vega | 0.0057 |
Fair value | 0.07 |
Intrinsic value | n.a. |
Break-even | 467.10 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Compagnie Financi... | 145.90 |
Swiss Re | 109.45 |
LOGITECH INT. | 82.40 |
ZURICH INSURANCE | 473.60 |
ROCHE GS | 236.80 |
Name | Price |
---|---|
Partners Group Ho... | 1'258.00 |
ABB Ltd | 47.17 |
Holcim | 77.70 |
Alcon AG | 80.16 |
GEBERIT N | 561.60 |