Last price paid | 0.13 | |
Change | +30.00% [ +0.03 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 16.05.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 07.07.2023 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | -19.44% |
Year to date (YTD) | +136.36% |
1 month | n.a. |
3 months | 0.00% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.18 |
Underlying price on issue | 130.80 |
Premium | 0.03% |
Premium p.a. | 0.22% |
Leverage | 24.60 |
Implied volatility | 0.16 |
ISIN | CH1268376253 |
Symbol | BALF3Z |
Security | 126837625 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Baloise Hldg N, CH0012410517 |
Underlying ISIN | CH0012410517 |
Strike | 150.00 |
C/P type | call |
Subscription ratio | 20.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 20 |
Value day | 30.06.2023 |
Premium | 2.55% |
Premium p.a. | 22.15% |
Leverage | 51.41 |
Implied volatility | 15.90% |
Moneyness | out-of-the-money |
Leverage | 24.6007 |
Delta | 0.4785 |
Gamma | 0.0025 |
Theta | -0.0021 |
Rho | 0.0039 |
Vega | 0.0101 |
Fair value | 0.15 |
Intrinsic value | n.a. |
Break-even | 152.90 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Compagnie Financi... | 145.10 |
LOGITECH INT. | 83.26 |
Swiss Re | 109.05 |
Givaudan | 4'155.00 |
NOVARTIS N | 93.53 |
Name | Price |
---|---|
Alcon AG | 79.60 |
ABB Ltd | 47.16 |
GEBERIT N | 559.80 |
Partners Group Ho... | 1'266.50 |
SONOVA HLDG N | 295.10 |