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 | -89.21% |
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 | 1.40% |
Premium p.a. | 15.92% |
Leverage | 4.88 |
Implied volatility | 1.82 |
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 | 139.55% |
Premium p.a. | 1591.72% |
Leverage | 52.96 |
Implied volatility | 182.25% |
Moneyness | out-of-the-money |
Leverage | 4.8762 |
Delta | 0.0921 |
Gamma | 0.0028 |
Theta | -0.0015 |
Rho | 0.0001 |
Vega | 0.0005 |
Fair value | 0.02 |
Intrinsic value | n.a. |
Break-even | 26.21 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
KUEHNE & NAGEL | 248.40 |
ABB Ltd | 49.63 |
UBS | 28.28 |
Compagnie Financi... | 143.80 |
Alcon AG | 82.24 |
Name | Price |
---|---|
SONOVA HLDG N | 290.40 |
Partners Group Ho... | 1'224.00 |
Lonza Group | 512.00 |
GEBERIT N | 565.80 |
LOGITECH INT. | 87.92 |