Last price paid | 0.51 | |
Change | +2.00% [ +0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 15.05.2024 17:20 |
Fixing | 20.09.2024 |
Settlement date | 15.12.2023 |
Last trading | 20.09.2024 |
Final fixing | 20.09.2024 |
Currency redemption | CHF |
Perf. since issue | +77.59% |
Year to date (YTD) | +6.25% |
1 month | +112.50% |
3 months | +64.52% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.29 |
Underlying price on issue | 50.60 |
Premium | 0.03% |
Premium p.a. | 0.08% |
Leverage | 7.80 |
Implied volatility | 0.22 |
ISIN | CH1281049234 |
Symbol | VONKLZ |
Security | 128104923 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.09.2024 |
Underlying | Vontobel Holding N, CH0012335540 |
Underlying ISIN | CH0012335540 |
Strike | 52.00 |
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 | 2.97% |
Premium p.a. | 8.10% |
Leverage | 10.78 |
Implied volatility | 22.12% |
Moneyness | in-the-money |
Leverage | 7.8016 |
Delta | 0.7239 |
Gamma | 0.0045 |
Theta | -0.0011 |
Rho | 0.0129 |
Vega | 0.0112 |
Fair value | 0.17 |
Intrinsic value | n.a. |
Break-even | 57.15 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Swiss Re | 107.30 |
ROCHE GS | 234.70 |
ZURICH INSURANCE | 463.20 |
Swiss Life Hldg | 659.00 |
Alcon AG | 81.12 |
Name | Price |
---|---|
UBS | 27.36 |
ABB Ltd | 47.81 |
Lonza Group | 528.60 |
Compagnie Financi... | 135.70 |
NOVARTIS N | 92.94 |