Last price paid | 0.96 | |
Change | +9.09% [ +0.08 ] | |
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 | +120.24% |
Year to date (YTD) | +317.39% |
1 month | +464.71% |
3 months | +118.18% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.42 |
Underlying price on issue | 44.68 |
Premium | 0.00% |
Premium p.a. | 0.05% |
Leverage | 10.35 |
Implied volatility | 0.18 |
ISIN | CH1281037353 |
Symbol | UNA0NZ |
Security | 128103735 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Unilever Rg, GB00B10RZP78 |
Underlying ISIN | GB00B10RZP78 |
Strike | 46.00 |
C/P type | call |
Subscription ratio | 5.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 5 |
Value day | 02.11.2023 |
Premium | 0.44% |
Premium p.a. | 4.54% |
Leverage | 10.82 |
Implied volatility | 18.30% |
Moneyness | in-the-money |
Leverage | 10.3527 |
Delta | 0.9564 |
Gamma | 0.0064 |
Theta | -0.0016 |
Rho | 0.0083 |
Vega | 0.0028 |
Fair value | 0.04 |
Intrinsic value | n.a. |
Break-even | 50.66 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Compagnie Financi... | 143.15 |
KUEHNE & NAGEL | 245.00 |
Partners Group Ho... | 1'223.50 |
Lonza Group | 513.20 |
Swiss Re | 111.30 |
Name | Price |
---|---|
NOVARTIS N | 91.42 |
LOGITECH INT. | 86.88 |
Alcon AG | 81.98 |
ZURICH INSURANCE | 467.60 |
SONOVA HLDG N | 295.60 |