Last price paid | 0.04 | |
Change | -11.11% [ 0.00 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 02.05.2024 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 | -90.00% |
Year to date (YTD) | -85.71% |
1 month | 0.00% |
3 months | -57.89% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.25 |
Underlying price on issue | 16.24 |
Premium | 0.84% |
Premium p.a. | 8.74% |
Leverage | 5.51 |
Implied volatility | 1.40 |
ISIN | CH1268369795 |
Symbol | VARD2Z |
Security | 126836979 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Varta, DE000A0TGJ55 |
Underlying ISIN | DE000A0TGJ55 |
Strike | 20.00 |
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 | 83.78% |
Premium p.a. | 873.71% |
Leverage | 43.62 |
Implied volatility | 140.45% |
Moneyness | out-of-the-money |
Leverage | 5.5063 |
Delta | 0.1262 |
Gamma | 0.0044 |
Theta | -0.0014 |
Rho | 0.0001 |
Vega | 0.0007 |
Fair value | 0.03 |
Intrinsic value | n.a. |
Break-even | 20.25 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Lonza Group | 515.80 |
Compagnie Financi... | 143.30 |
Partners Group Ho... | 1'227.00 |
KUEHNE & NAGEL | 244.80 |
Givaudan | 4'245.00 |
Name | Price |
---|---|
NOVARTIS N | 91.35 |
LOGITECH INT. | 86.78 |
Sika AG | 281.00 |
Alcon AG | 81.96 |
SONOVA HLDG N | 295.10 |