Last price paid | 2.00 | |
Change | +2.56% [ +0.05 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 24.05.2024 17:20 |
Fixing | 20.12.2024 |
Settlement date | 15.12.2023 |
Last trading | 20.12.2024 |
Final fixing | 20.12.2024 |
Currency redemption | CHF |
Perf. since issue | +213.28% |
Year to date (YTD) | +181.69% |
1 month | +19.05% |
3 months | +3.09% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.64 |
Underlying price on issue | 648.45 |
Premium | 0.05% |
Premium p.a. | 0.08% |
Leverage | 3.53 |
Implied volatility | 0.37 |
ISIN | CH1281050802 |
Symbol | ASM8ZZ |
Security | 128105080 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 31.12.2024 |
Underlying | ASML Hldg Rg, NL0010273215 |
Underlying ISIN | NL0010273215 |
Strike | 720.00 |
C/P type | call |
Subscription ratio | 100.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 100 |
Value day | 08.12.2023 |
Premium | 4.87% |
Premium p.a. | 8.04% |
Leverage | 4.35 |
Implied volatility | 37.47% |
Moneyness | in-the-money |
Leverage | 3.5326 |
Delta | 0.8120 |
Gamma | 0.0000 |
Theta | -0.0019 |
Rho | 0.0307 |
Vega | 0.0180 |
Fair value | 0.42 |
Intrinsic value | n.a. |
Break-even | 922.12 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Holcim | 80.24 |
Swiss Life Hldg | 630.80 |
KUEHNE & NAGEL | 245.80 |
UBS | 28.16 |
Compagnie Financi... | 143.35 |
Name | Price |
---|---|
Partners Group Ho... | 1'233.50 |
NOVARTIS N | 91.74 |
SONOVA HLDG N | 294.20 |
Nestlé SA | 92.42 |
Alcon AG | 82.02 |