Last price paid | 0.27 | |
Change | -3.57% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 22.05.2024 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 | -70.55% |
Year to date (YTD) | +22.73% |
1 month | -6.90% |
3 months | 0.00% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.73 |
Underlying price on issue | 183.15 |
Premium | 0.03% |
Premium p.a. | 0.30% |
Leverage | 21.12 |
Implied volatility | 0.20 |
ISIN | CH1268375024 |
Symbol | FHZDLZ |
Security | 126837502 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Flughafen Zuerich N, CH0319416936 |
Underlying ISIN | CH0319416936 |
Strike | 188.70 |
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 | 2.91% |
Premium p.a. | 30.38% |
Leverage | 43.91 |
Implied volatility | 20.34% |
Moneyness | out-of-the-money |
Leverage | 21.1249 |
Delta | 0.4811 |
Gamma | 0.0017 |
Theta | -0.0036 |
Rho | 0.0041 |
Vega | 0.0116 |
Fair value | 0.22 |
Intrinsic value | n.a. |
Break-even | 194.30 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
KUEHNE & NAGEL | 246.50 |
Lonza Group | 515.40 |
Holcim | 79.90 |
Swiss Re | 111.80 |
Swiss Life Hldg | 628.00 |
Name | Price |
---|---|
Alcon AG | 81.74 |
NOVARTIS N | 91.66 |
SONOVA HLDG N | 294.80 |
LOGITECH INT. | 87.36 |
Givaudan | 4'210.00 |