Last price paid | 0.26 | |
Change | +44.44% [ +0.08 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 22.05.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 16.08.2023 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | -39.36% |
Year to date (YTD) | -40.91% |
1 month | +477.78% |
3 months | +52.94% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.47 |
Underlying price on issue | 34.72 |
Premium | 0.02% |
Premium p.a. | 0.21% |
Leverage | 10.03 |
Implied volatility | 0.33 |
ISIN | CH1268382137 |
Symbol | IFXGQZ |
Security | 126838213 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Infineon Technolo N, DE0006231004 |
Underlying ISIN | DE0006231004 |
Strike | 36.00 |
C/P type | call |
Subscription ratio | 10.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 10 |
Value day | 09.08.2023 |
Premium | 1.80% |
Premium p.a. | 20.53% |
Leverage | 13.29 |
Implied volatility | 32.80% |
Moneyness | in-the-money |
Leverage | 10.0299 |
Delta | 0.7544 |
Gamma | 0.0085 |
Theta | -0.0021 |
Rho | 0.0023 |
Vega | 0.0035 |
Fair value | 0.07 |
Intrinsic value | n.a. |
Break-even | 38.87 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
ABB Ltd | 49.56 |
Sika AG | 284.10 |
NOVARTIS N | 91.84 |
Compagnie Financi... | 143.50 |
Swiss Life Hldg | 631.40 |
Name | Price |
---|---|
SONOVA HLDG N | 290.80 |
Lonza Group | 512.20 |
LOGITECH INT. | 87.82 |
GEBERIT N | 566.60 |
Partners Group Ho... | 1'231.00 |