Last price paid | 0.40 | |
Change | +14.29% [ +0.05 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 23.05.2024 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 | +71.74% |
Year to date (YTD) | +233.33% |
1 month | n.a. |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.23 |
Underlying price on issue | 12.39 |
Premium | 0.00% |
Premium p.a. | 0.04% |
Leverage | 7.10 |
Implied volatility | 0.30 |
ISIN | CH1268374845 |
Symbol | CLN8XZ |
Security | 126837484 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Clariant N, CH0012142631 |
Underlying ISIN | CH0012142631 |
Strike | 13.00 |
C/P type | call |
Subscription ratio | 5.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 5 |
Value day | 21.06.2023 |
Premium | 0.37% |
Premium p.a. | 3.84% |
Leverage | 7.55 |
Implied volatility | 29.82% |
Moneyness | in-the-money |
Leverage | 7.0964 |
Delta | 0.9394 |
Gamma | 0.0174 |
Theta | -0.0006 |
Rho | 0.0023 |
Vega | 0.0011 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 14.98 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Compagnie Financi... | 143.40 |
Lonza Group | 513.80 |
Partners Group Ho... | 1'224.00 |
KUEHNE & NAGEL | 244.30 |
Swiss Re | 111.15 |
Name | Price |
---|---|
NOVARTIS N | 91.43 |
LOGITECH INT. | 86.94 |
Sika AG | 281.00 |
Alcon AG | 82.00 |
ZURICH INSURANCE | 468.10 |