Last price paid | 2.93 | |
Change | +1.03% [ +0.03 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 27.05.2024 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 | +538.04% |
Year to date (YTD) | +104.90% |
1 month | +23.11% |
3 months | +51.81% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.46 |
Underlying price on issue | 2'769.00 |
Premium | 0.00% |
Premium p.a. | 0.04% |
Leverage | 2.81 |
Implied volatility | 0.79 |
ISIN | CH1268384281 |
Symbol | GIVXCZ |
Security | 126838428 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Givaudan N, CH0010645932 |
Underlying ISIN | CH0010645932 |
Strike | 2'800.00 |
C/P type | call |
Subscription ratio | 500.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 500 |
Value day | 22.08.2023 |
Premium | 0.36% |
Premium p.a. | 4.16% |
Leverage | 2.90 |
Implied volatility | 79.32% |
Moneyness | in-the-money |
Leverage | 2.8144 |
Delta | 0.9713 |
Gamma | 0.0000 |
Theta | -0.0022 |
Rho | 0.0047 |
Vega | 0.0016 |
Fair value | 0.03 |
Intrinsic value | n.a. |
Break-even | 4'267.50 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
KUEHNE & NAGEL | 250.90 |
ABB Ltd | 49.82 |
UBS | 28.43 |
Givaudan | 4'252.00 |
Swiss Life Hldg | 634.80 |
Name | Price |
---|---|
LOGITECH INT. | 87.34 |
SONOVA HLDG N | 291.20 |
Lonza Group | 512.80 |
Partners Group Ho... | 1'229.00 |
ROCHE GS | 229.90 |