Last price paid | 0.14 | |
Change | -12.50% [ -0.02 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 17.05.2024 17:20 |
Fixing | 20.09.2024 |
Settlement date | 26.10.2023 |
Last trading | 20.09.2024 |
Final fixing | 20.09.2024 |
Currency redemption | CHF |
Perf. since issue | -76.72% |
Year to date (YTD) | -65.00% |
1 month | -12.50% |
3 months | +16.67% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.58 |
Underlying price on issue | 153.20 |
Premium | 0.16% |
Premium p.a. | 0.43% |
Leverage | 12.08 |
Implied volatility | 0.25 |
ISIN | CH1281035035 |
Symbol | BKW7JZ |
Security | 128103503 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.09.2024 |
Underlying | BKW N, CH0130293662 |
Underlying ISIN | CH0130293662 |
Strike | 160.00 |
C/P type | call |
Subscription ratio | 20.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 20 |
Value day | 19.10.2023 |
Premium | 15.72% |
Premium p.a. | 43.14% |
Leverage | 52.07 |
Implied volatility | 25.32% |
Moneyness | out-of-the-money |
Leverage | 12.0822 |
Delta | 0.2320 |
Gamma | 0.0007 |
Theta | -0.0013 |
Rho | 0.0054 |
Vega | 0.0129 |
Fair value | 0.14 |
Intrinsic value | n.a. |
Break-even | 162.70 |
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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