Last price paid | 0.03 | |
Change | -14.29% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 21.05.2024 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 | -93.24% |
Year to date (YTD) | -50.00% |
1 month | -50.00% |
3 months | -40.00% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.37 |
Underlying price on issue | 183.15 |
Premium | 0.11% |
Premium p.a. | 1.18% |
Leverage | 31.37 |
Implied volatility | 0.23 |
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 | 11.32% |
Premium p.a. | 118.02% |
Leverage | 378.20 |
Implied volatility | 23.43% |
Moneyness | out-of-the-money |
Leverage | 31.3715 |
Delta | 0.0829 |
Gamma | 0.0006 |
Theta | -0.0015 |
Rho | 0.0007 |
Vega | 0.0044 |
Fair value | 0.03 |
Intrinsic value | n.a. |
Break-even | 210.50 |
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 |