Last price paid | 0.42 | |
Change | +5.00% [ +0.02 ] | |
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 | +102.38% |
Year to date (YTD) | 0.00% |
1 month | +342.11% |
3 months | +27.27% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.21 |
Underlying price on issue | 50.60 |
Premium | 0.01% |
Premium p.a. | 0.05% |
Leverage | 11.40 |
Implied volatility | 0.20 |
ISIN | CH1281049184 |
Symbol | VON88Z |
Security | 128104918 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
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 | 0.63% |
Premium p.a. | 5.31% |
Leverage | 13.15 |
Implied volatility | 19.94% |
Moneyness | in-the-money |
Leverage | 11.4017 |
Delta | 0.8669 |
Gamma | 0.0056 |
Theta | -0.0011 |
Rho | 0.0052 |
Vega | 0.0041 |
Fair value | 0.04 |
Intrinsic value | n.a. |
Break-even | 56.25 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Swiss Re | 107.65 |
ZURICH INSURANCE | 469.10 |
ROCHE GS | 234.80 |
LOGITECH INT. | 81.60 |
Swiss Life Hldg | 662.60 |
Name | Price |
---|---|
Holcim | 78.44 |
ABB Ltd | 47.65 |
UBS | 27.42 |
Lonza Group | 527.40 |
NOVARTIS N | 92.62 |