Last price paid | 0.055 | |
Change | +10.00% [ 0.00 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 06.05.2024 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 | -70.59% |
Year to date (YTD) | 0.00% |
1 month | -69.44% |
3 months | -15.38% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.17 |
Underlying price on issue | 175.90 |
Premium | 0.05% |
Premium p.a. | 0.47% |
Leverage | 23.30 |
Implied volatility | 0.21 |
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 | 5.41% |
Premium p.a. | 47.05% |
Leverage | 76.84 |
Implied volatility | 20.65% |
Moneyness | out-of-the-money |
Leverage | 23.2976 |
Delta | 0.3032 |
Gamma | 0.0005 |
Theta | -0.0012 |
Rho | 0.0013 |
Vega | 0.0045 |
Fair value | 0.05 |
Intrinsic value | n.a. |
Break-even | 202.50 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Compagnie Financi... | 144.75 |
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