Last price paid | 0.30 | |
Change | -6.25% [ -0.02 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 17.05.2024 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 | -15.71% |
Year to date (YTD) | +66.67% |
1 month | -31.82% |
3 months | +172.73% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.35 |
Underlying price on issue | 30.30 |
Premium | 0.02% |
Premium p.a. | 0.16% |
Leverage | 15.26 |
Implied volatility | 0.20 |
ISIN | CH1281031885 |
Symbol | SHEI6Z |
Security | 128103188 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Shell N, GB00BP6MXD84 |
Underlying ISIN | GB00BP6MXD84 |
Strike | 32.00 |
C/P type | call |
Subscription ratio | 5.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 5 |
Value day | 26.09.2023 |
Premium | 1.81% |
Premium p.a. | 15.71% |
Leverage | 22.01 |
Implied volatility | 20.04% |
Moneyness | in-the-money |
Leverage | 15.2558 |
Delta | 0.6931 |
Gamma | 0.0318 |
Theta | -0.0023 |
Rho | 0.0048 |
Vega | 0.0077 |
Fair value | 0.12 |
Intrinsic value | n.a. |
Break-even | 33.49 |
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 |
Swiss Re | 110.10 |
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 |