Last price paid | 0.43 | |
Change | +10.26% [ +0.04 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 17.05.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 15.12.2023 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | +107.14% |
Year to date (YTD) | +126.32% |
1 month | -28.33% |
3 months | +30.30% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.21 |
Underlying price on issue | 64.75 |
Premium | 0.01% |
Premium p.a. | 0.06% |
Leverage | 13.77 |
Implied volatility | 0.18 |
ISIN | CH1281050315 |
Symbol | CMBISZ |
Security | 128105031 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Cembra Money Bank AG, CH0225173167 |
Underlying ISIN | CH0225173167 |
Strike | 68.00 |
C/P type | call |
Subscription ratio | 10.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 10 |
Value day | 08.12.2023 |
Premium | 0.70% |
Premium p.a. | 6.05% |
Leverage | 16.52 |
Implied volatility | 17.70% |
Moneyness | in-the-money |
Leverage | 13.7744 |
Delta | 0.8339 |
Gamma | 0.0058 |
Theta | -0.0015 |
Rho | 0.0064 |
Vega | 0.0060 |
Fair value | 0.05 |
Intrinsic value | n.a. |
Break-even | 72.35 |
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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Givaudan | 4'180.00 |
Nestlé SA | 96.62 |
LOGITECH INT. | 82.40 |
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SONOVA HLDG N | 291.20 |
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