Last price paid | 0.04 | |
Change | -27.27% [ -0.02 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 26.04.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 14.07.2023 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | -87.11% |
Year to date (YTD) | -66.67% |
1 month | n.a. |
3 months | -27.27% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.19 |
Underlying price on issue | 18.78 |
Premium | 1.19% |
Premium p.a. | 10.33% |
Leverage | 5.02 |
Implied volatility | 1.50 |
ISIN | CH1268377608 |
Symbol | VAR2LZ |
Security | 126837760 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Varta, DE000A0TGJ55 |
Underlying ISIN | DE000A0TGJ55 |
Strike | 26.00 |
C/P type | call |
Subscription ratio | 10.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 10 |
Value day | 07.07.2023 |
Premium | 118.92% |
Premium p.a. | 1033.45% |
Leverage | 48.29 |
Implied volatility | 149.85% |
Moneyness | out-of-the-money |
Leverage | 5.0159 |
Delta | 0.1039 |
Gamma | 0.0030 |
Theta | -0.0013 |
Rho | 0.0001 |
Vega | 0.0007 |
Fair value | 0.02 |
Intrinsic value | n.a. |
Break-even | 26.25 |
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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