Last price paid | 0.42 | |
Change | +2.44% [ +0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 15.05.2024 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 | +25.00% |
Year to date (YTD) | +180.00% |
1 month | +223.08% |
3 months | +20.00% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.34 |
Underlying price on issue | 130.80 |
Premium | 0.01% |
Premium p.a. | 0.09% |
Leverage | 13.39 |
Implied volatility | 0.20 |
ISIN | CH1268376279 |
Symbol | BALUQZ |
Security | 126837627 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Baloise Hldg N, CH0012410517 |
Underlying ISIN | CH0012410517 |
Strike | 140.00 |
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 | 1.09% |
Premium p.a. | 9.04% |
Leverage | 17.28 |
Implied volatility | 19.86% |
Moneyness | in-the-money |
Leverage | 13.3881 |
Delta | 0.7747 |
Gamma | 0.0015 |
Theta | -0.0019 |
Rho | 0.0064 |
Vega | 0.0076 |
Fair value | 0.08 |
Intrinsic value | n.a. |
Break-even | 148.50 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Lonza Group | 532.20 |
SONOVA HLDG N | 297.50 |
Partners Group Ho... | 1'279.00 |
GEBERIT N | 566.20 |
Sika AG | 283.40 |
Name | Price |
---|---|
NOVARTIS N | 93.30 |
Compagnie Financi... | 136.55 |
LOGITECH INT. | 80.60 |
ZURICH INSURANCE | 453.30 |
Swiss Re | 103.70 |