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 | -32.98% |
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 | 0.03% |
Premium p.a. | 0.35% |
Leverage | 8.28 |
Implied volatility | 0.44 |
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 | 3.10% |
Premium p.a. | 35.39% |
Leverage | 11.97 |
Implied volatility | 44.39% |
Moneyness | in-the-money |
Leverage | 8.2819 |
Delta | 0.6918 |
Gamma | 0.0071 |
Theta | -0.0030 |
Rho | 0.0020 |
Vega | 0.0039 |
Fair value | 0.12 |
Intrinsic value | n.a. |
Break-even | 39.17 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
KUEHNE & NAGEL | 248.70 |
ABB Ltd | 49.62 |
UBS | 28.30 |
Compagnie Financi... | 144.00 |
Swiss Life Hldg | 632.60 |
Name | Price |
---|---|
SONOVA HLDG N | 290.70 |
Partners Group Ho... | 1'226.00 |
GEBERIT N | 566.00 |
LOGITECH INT. | 87.90 |
Lonza Group | 512.80 |