Last price paid | 0.075 | |
Change | -11.76% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 23.05.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 09.11.2023 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | -77.59% |
Year to date (YTD) | -83.33% |
1 month | -86.11% |
3 months | -87.90% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.29 |
Underlying price on issue | 91.17 |
Premium | 0.05% |
Premium p.a. | 0.52% |
Leverage | 24.52 |
Implied volatility | 0.21 |
ISIN | CH1281036769 |
Symbol | BMWEPZ |
Security | 128103676 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | BMW I, DE0005190003 |
Underlying ISIN | DE0005190003 |
Strike | 96.00 |
C/P type | call |
Subscription ratio | 20.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 20 |
Value day | 02.11.2023 |
Premium | 4.52% |
Premium p.a. | 51.57% |
Leverage | 71.10 |
Implied volatility | 21.35% |
Moneyness | out-of-the-money |
Leverage | 24.5223 |
Delta | 0.3449 |
Gamma | 0.0031 |
Theta | -0.0019 |
Rho | 0.0013 |
Vega | 0.0050 |
Fair value | 0.07 |
Intrinsic value | n.a. |
Break-even | 97.31 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Swiss Re | 112.35 |
ABB Ltd | 49.44 |
UBS | 28.22 |
ZURICH INSURANCE | 471.00 |
Compagnie Financi... | 143.60 |
Name | Price |
---|---|
LOGITECH INT. | 87.34 |
Partners Group Ho... | 1'223.50 |
KUEHNE & NAGEL | 244.60 |
Givaudan | 4'210.00 |
Lonza Group | 513.80 |