Last price paid | 0.015 | |
Change | -25.00% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 24.05.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 03.10.2023 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | -96.30% |
Year to date (YTD) | -90.63% |
1 month | -57.14% |
3 months | -70.00% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.27 |
Underlying price on issue | 248.20 |
Premium | 0.09% |
Premium p.a. | 0.91% |
Leverage | 39.51 |
Implied volatility | 0.18 |
ISIN | CH1268393639 |
Symbol | ROG2XZ |
Security | 126839363 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Roche Hldg G, CH0012032048 |
Underlying ISIN | CH0012032048 |
Strike | 250.00 |
C/P type | call |
Subscription ratio | 50.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 50 |
Value day | 26.09.2023 |
Premium | 8.72% |
Premium p.a. | 90.98% |
Leverage | 460.80 |
Implied volatility | 18.48% |
Moneyness | out-of-the-money |
Leverage | 39.5067 |
Delta | 0.0857 |
Gamma | 0.0002 |
Theta | -0.0006 |
Rho | 0.0004 |
Vega | 0.0022 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 250.50 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Partners Group Ho... | 1'233.50 |
Holcim | 80.24 |
Swiss Life Hldg | 630.80 |
KUEHNE & NAGEL | 245.80 |
UBS | 28.16 |
Name | Price |
---|---|
NOVARTIS N | 91.74 |
SONOVA HLDG N | 294.20 |
Nestlé SA | 92.42 |
Alcon AG | 82.02 |
ROCHE GS | 230.40 |