Last price paid | 0.01 | |
Change | -33.33% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 03.05.2024 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 | -97.61% |
Year to date (YTD) | -97.30% |
1 month | -75.00% |
3 months | -91.67% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.23 |
Underlying price on issue | 58.07 |
Premium | 0.21% |
Premium p.a. | 2.08% |
Leverage | 21.30 |
Implied volatility | 0.36 |
ISIN | CH1281036801 |
Symbol | BOSR7Z |
Security | 128103680 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Hugo Boss N, DE000A1PHFF7 |
Underlying ISIN | DE000A1PHFF7 |
Strike | 60.00 |
C/P type | call |
Subscription ratio | 25.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 25 |
Value day | 02.11.2023 |
Premium | 21.10% |
Premium p.a. | 208.16% |
Leverage | 357.99 |
Implied volatility | 35.96% |
Moneyness | out-of-the-money |
Leverage | 21.2982 |
Delta | 0.0595 |
Gamma | 0.0008 |
Theta | -0.0004 |
Rho | 0.0001 |
Vega | 0.0007 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 60.14 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
SONOVA HLDG N | 289.50 |
Alcon AG | 82.56 |
LOGITECH INT. | 85.38 |
GEBERIT N | 559.80 |
Swiss Re | 110.55 |
Name | Price |
---|---|
Swiss Life Hldg | 618.00 |
Compagnie Financi... | 141.20 |
ABB Ltd | 47.83 |
ROCHE GS | 232.60 |
NOVARTIS N | 93.31 |