Last price paid | 1.89 | |
Change | +4.42% [ +0.08 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 15.05.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 29.08.2023 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | +338.37% |
Year to date (YTD) | +69.16% |
1 month | +47.15% |
3 months | +90.53% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.43 |
Underlying price on issue | 136.50 |
Premium | 0.01% |
Premium p.a. | 0.05% |
Leverage | 4.65 |
Implied volatility | 0.41 |
ISIN | CH1268384646 |
Symbol | SIEBQZ |
Security | 126838464 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Siemens N, DE0007236101 |
Underlying ISIN | DE0007236101 |
Strike | 150.00 |
C/P type | call |
Subscription ratio | 20.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 20 |
Value day | 22.08.2023 |
Premium | 0.66% |
Premium p.a. | 5.45% |
Leverage | 4.88 |
Implied volatility | 40.52% |
Moneyness | in-the-money |
Leverage | 4.6464 |
Delta | 0.9530 |
Gamma | 0.0002 |
Theta | -0.0021 |
Rho | 0.0083 |
Vega | 0.0031 |
Fair value | 0.06 |
Intrinsic value | n.a. |
Break-even | 188.39 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Lonza Group | 531.20 |
SONOVA HLDG N | 298.70 |
GEBERIT N | 566.00 |
Partners Group Ho... | 1'275.50 |
Sika AG | 282.90 |
Name | Price |
---|---|
NOVARTIS N | 93.52 |
SWISSCOM N | 503.00 |
ZURICH INSURANCE | 453.50 |
Compagnie Financi... | 136.75 |
LOGITECH INT. | 80.80 |