Last price paid | 0.39 | |
Change | -2.50% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 16.05.2024 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 | +83.33% |
Year to date (YTD) | +105.26% |
1 month | -37.10% |
3 months | +18.18% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.21 |
Underlying price on issue | 64.75 |
Premium | 0.01% |
Premium p.a. | 0.09% |
Leverage | 14.22 |
Implied volatility | 0.19 |
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 | 1.05% |
Premium p.a. | 9.17% |
Leverage | 18.47 |
Implied volatility | 19.23% |
Moneyness | in-the-money |
Leverage | 14.2165 |
Delta | 0.7698 |
Gamma | 0.0065 |
Theta | -0.0019 |
Rho | 0.0059 |
Vega | 0.0073 |
Fair value | 0.08 |
Intrinsic value | n.a. |
Break-even | 71.85 |
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 |
Swiss Re | 109.70 |
LOGITECH INT. | 82.66 |
NOVARTIS N | 93.73 |
ROCHE GS | 236.80 |
Name | Price |
---|---|
Partners Group Ho... | 1'256.50 |
Alcon AG | 79.78 |
ABB Ltd | 47.03 |
GEBERIT N | 560.20 |
SONOVA HLDG N | 295.00 |