Last price paid | 0.09 | |
Change | +5.88% [ 0.00 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 15.05.2024 17:20 |
Fixing | 20.09.2024 |
Settlement date | 26.09.2023 |
Last trading | 20.09.2024 |
Final fixing | 20.09.2024 |
Currency redemption | CHF |
Perf. since issue | +90.00% |
Year to date (YTD) | +350.00% |
1 month | +200.00% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.05 |
Underlying price on issue | 4.04 |
Premium | 0.07% |
Premium p.a. | 0.20% |
Leverage | 6.16 |
Implied volatility | 0.35 |
ISIN | CH1268391146 |
Symbol | OER1ZZ |
Security | 126839114 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.09.2024 |
Underlying | OC Oerlikon N, CH0000816824 |
Underlying ISIN | CH0000816824 |
Strike | 4.80 |
C/P type | call |
Subscription ratio | 5.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 5 |
Value day | 19.09.2023 |
Premium | 7.39% |
Premium p.a. | 20.28% |
Leverage | 10.34 |
Implied volatility | 34.52% |
Moneyness | in-the-money |
Leverage | 6.1576 |
Delta | 0.5954 |
Gamma | 0.0757 |
Theta | -0.0003 |
Rho | 0.0018 |
Vega | 0.0023 |
Fair value | 0.07 |
Intrinsic value | n.a. |
Break-even | 5.28 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Compagnie Financi... | 144.75 |
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