Last price paid | 0.04 | |
Change | -11.11% [ 0.00 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 24.05.2024 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 | -79.41% |
Year to date (YTD) | -27.27% |
1 month | -38.46% |
3 months | -33.33% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.17 |
Underlying price on issue | 175.90 |
Premium | 0.07% |
Premium p.a. | 0.70% |
Leverage | 25.09 |
Implied volatility | 0.23 |
ISIN | CH1268371924 |
Symbol | FHZSVZ |
Security | 126837192 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Flughafen Zuerich N, CH0319416936 |
Underlying ISIN | CH0319416936 |
Strike | 198.63 |
C/P type | call |
Subscription ratio | 49.66 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 49.65736 |
Value day | 14.06.2023 |
Premium | 6.69% |
Premium p.a. | 69.76% |
Leverage | 108.06 |
Implied volatility | 22.94% |
Moneyness | out-of-the-money |
Leverage | 25.0856 |
Delta | 0.2322 |
Gamma | 0.0005 |
Theta | -0.0012 |
Rho | 0.0008 |
Vega | 0.0036 |
Fair value | 0.04 |
Intrinsic value | n.a. |
Break-even | 201.75 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Partners Group Ho... | 1'233.50 |
Holcim | 80.24 |
Swiss Life Hldg | 630.80 |
KUEHNE & NAGEL | 245.80 |
UBS | 28.16 |
Name | Price |
---|---|
NOVARTIS N | 91.74 |
SONOVA HLDG N | 294.20 |
Nestlé SA | 92.42 |
Alcon AG | 82.02 |
ROCHE GS | 230.40 |