Last price paid | 0.10 | |
Change | +33.33% [ +0.03 ] | |
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 | -4.55% |
Year to date (YTD) | +150.00% |
1 month | +300.00% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.11 |
Underlying price on issue | 13.13 |
Premium | 0.00% |
Premium p.a. | 0.03% |
Leverage | 13.34 |
Implied volatility | 0.15 |
ISIN | CH1268371684 |
Symbol | CLNFIZ |
Security | 126837168 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Clariant N, CH0012142631 |
Underlying ISIN | CH0012142631 |
Strike | 14.00 |
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 | 0.27% |
Premium p.a. | 2.78% |
Leverage | 14.30 |
Implied volatility | 15.40% |
Moneyness | in-the-money |
Leverage | 13.3447 |
Delta | 0.9335 |
Gamma | 0.0178 |
Theta | -0.0002 |
Rho | 0.0012 |
Vega | 0.0006 |
Fair value | 0.00 |
Intrinsic value | n.a. |
Break-even | 15.05 |
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 |