Last price paid | 0.015 | |
Change | -25.00% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 03.05.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 28.06.2023 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | -96.88% |
Year to date (YTD) | -91.18% |
1 month | -86.36% |
3 months | -90.00% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.32 |
Underlying price on issue | 134.58 |
Premium | 0.24% |
Premium p.a. | 2.07% |
Leverage | 18.70 |
Implied volatility | 0.38 |
ISIN | CH1268375487 |
Symbol | STMRJZ |
Security | 126837548 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Straumann Hldg N, CH1175448666 |
Underlying ISIN | CH1175448666 |
Strike | 150.00 |
C/P type | call |
Subscription ratio | 40.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 40 |
Value day | 21.06.2023 |
Premium | 23.84% |
Premium p.a. | 207.15% |
Leverage | 303.63 |
Implied volatility | 38.40% |
Moneyness | out-of-the-money |
Leverage | 18.7012 |
Delta | 0.0616 |
Gamma | 0.0002 |
Theta | -0.0006 |
Rho | 0.0002 |
Vega | 0.0012 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 150.40 |
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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Givaudan | 4'180.00 |
Nestlé SA | 96.62 |
LOGITECH INT. | 82.40 |
Name | Price |
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SONOVA HLDG N | 291.20 |
Partners Group Ho... | 1'258.00 |
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