Last price paid | 0.02 | |
Change | +33.33% [ +0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 23.05.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 21.06.2023 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | -68.75% |
Year to date (YTD) | -20.00% |
1 month | n.a. |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.08 |
Underlying price on issue | 13.13 |
Premium | 0.02% |
Premium p.a. | 0.22% |
Leverage | 28.70 |
Implied volatility | 0.15 |
ISIN | CH1268371692 |
Symbol | CLN3RZ |
Security | 126837169 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Clariant N, CH0012142631 |
Underlying ISIN | CH0012142631 |
Strike | 15.00 |
C/P type | call |
Subscription ratio | 10.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 10 |
Value day | 14.06.2023 |
Premium | 2.14% |
Premium p.a. | 22.35% |
Leverage | 59.72 |
Implied volatility | 14.83% |
Moneyness | out-of-the-money |
Leverage | 28.6958 |
Delta | 0.4805 |
Gamma | 0.0579 |
Theta | -0.0004 |
Rho | 0.0007 |
Vega | 0.0018 |
Fair value | 0.03 |
Intrinsic value | n.a. |
Break-even | 15.25 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
KUEHNE & NAGEL | 245.30 |
Compagnie Financi... | 143.15 |
Partners Group Ho... | 1'225.00 |
Lonza Group | 513.80 |
Holcim | 79.54 |
Name | Price |
---|---|
NOVARTIS N | 91.53 |
LOGITECH INT. | 86.92 |
Alcon AG | 82.00 |
ZURICH INSURANCE | 467.70 |
Sika AG | 282.50 |