Last price paid | 1.16 | |
Change | -4.92% [ -0.06 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 17.05.2024 17:20 |
Fixing | 20.09.2024 |
Settlement date | 28.09.2023 |
Last trading | 20.09.2024 |
Final fixing | 20.09.2024 |
Currency redemption | CHF |
Perf. since issue | +272.58% |
Year to date (YTD) | +31.82% |
1 month | -10.08% |
3 months | +33.33% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.31 |
Underlying price on issue | 322.80 |
Premium | 0.02% |
Premium p.a. | 0.06% |
Leverage | 3.54 |
Implied volatility | 0.42 |
ISIN | CH1268392672 |
Symbol | VACT5Z |
Security | 126839267 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.09.2024 |
Underlying | VAT Group N, CH0311864901 |
Underlying ISIN | CH0311864901 |
Strike | 360.00 |
C/P type | call |
Subscription ratio | 100.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 100 |
Value day | 21.09.2023 |
Premium | 2.13% |
Premium p.a. | 5.84% |
Leverage | 4.03 |
Implied volatility | 41.81% |
Moneyness | in-the-money |
Leverage | 3.5411 |
Delta | 0.8784 |
Gamma | 0.0000 |
Theta | -0.0010 |
Rho | 0.0107 |
Vega | 0.0057 |
Fair value | 0.10 |
Intrinsic value | n.a. |
Break-even | 475.50 |
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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Givaudan | 4'180.00 |
Nestlé SA | 96.62 |
LOGITECH INT. | 82.40 |
Name | Price |
---|---|
SONOVA HLDG N | 291.20 |
Partners Group Ho... | 1'258.00 |
KUEHNE & NAGEL | 247.80 |
Alcon AG | 80.08 |
GEBERIT N | 561.40 |