Last price paid | 0.98 | |
Change | +3.16% [ +0.03 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 24.05.2024 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 | +38.89% |
Year to date (YTD) | +157.89% |
1 month | -19.01% |
3 months | +66.10% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.72 |
Underlying price on issue | 16.24 |
Premium | 0.09% |
Premium p.a. | 1.06% |
Leverage | 0.75 |
Implied volatility | 2.36 |
ISIN | CH1268369753 |
Symbol | VAROXZ |
Security | 126836975 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Varta, DE000A0TGJ55 |
Underlying ISIN | DE000A0TGJ55 |
Strike | 20.00 |
C/P type | put |
Subscription ratio | 10.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 10 |
Value day | 12.06.2023 |
Premium | 9.28% |
Premium p.a. | 105.82% |
Leverage | 1.09 |
Implied volatility | 236.44% |
Moneyness | in-the-money |
Leverage | 0.7535 |
Delta | -0.6939 |
Gamma | 0.0046 |
Theta | -0.0040 |
Rho | -0.0015 |
Vega | 0.0011 |
Fair value | 0.10 |
Intrinsic value | n.a. |
Break-even | 9.93 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
KUEHNE & NAGEL | 248.70 |
ABB Ltd | 49.62 |
UBS | 28.30 |
Compagnie Financi... | 144.00 |
Alcon AG | 82.28 |
Name | Price |
---|---|
SONOVA HLDG N | 290.60 |
Partners Group Ho... | 1'226.00 |
GEBERIT N | 566.00 |
LOGITECH INT. | 87.90 |
Lonza Group | 512.80 |