Last price paid | 0.035 | |
Change | -12.50% [ 0.00 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 16.05.2024 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 | -91.89% |
Year to date (YTD) | -41.67% |
1 month | -41.67% |
3 months | -22.22% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.37 |
Underlying price on issue | 183.15 |
Premium | 0.10% |
Premium p.a. | 0.84% |
Leverage | 32.66 |
Implied volatility | 0.20 |
ISIN | CH1268374969 |
Symbol | FHZKSZ |
Security | 126837496 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Flughafen Zuerich N, CH0319416936 |
Underlying ISIN | CH0319416936 |
Strike | 208.56 |
C/P type | call |
Subscription ratio | 19.86 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 19.86255 |
Value day | 21.06.2023 |
Premium | 9.63% |
Premium p.a. | 83.69% |
Leverage | 320.17 |
Implied volatility | 19.70% |
Moneyness | out-of-the-money |
Leverage | 32.6572 |
Delta | 0.1020 |
Gamma | 0.0007 |
Theta | -0.0014 |
Rho | 0.0011 |
Vega | 0.0058 |
Fair value | 0.03 |
Intrinsic value | n.a. |
Break-even | 210.60 |
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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