Last price paid | 0.90 | |
Change | +2.27% [ +0.02 ] | |
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 | +273.21% |
Year to date (YTD) | +650.00% |
1 month | +36.36% |
3 months | +55.17% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.28 |
Underlying price on issue | 147.11 |
Premium | 0.01% |
Premium p.a. | 0.07% |
Leverage | 7.72 |
Implied volatility | 0.29 |
ISIN | CH1281050794 |
Symbol | SAPA5Z |
Security | 128105079 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | SAP I, DE0007164600 |
Underlying ISIN | DE0007164600 |
Strike | 160.00 |
C/P type | call |
Subscription ratio | 20.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 20 |
Value day | 08.12.2023 |
Premium | 0.76% |
Premium p.a. | 7.35% |
Leverage | 8.50 |
Implied volatility | 29.00% |
Moneyness | in-the-money |
Leverage | 7.7218 |
Delta | 0.9086 |
Gamma | 0.0005 |
Theta | -0.0025 |
Rho | 0.0073 |
Vega | 0.0047 |
Fair value | 0.07 |
Intrinsic value | n.a. |
Break-even | 181.16 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
ABB Ltd | 48.13 |
LOGITECH INT. | 83.56 |
Alcon AG | 80.68 |
NOVARTIS N | 93.78 |
Partners Group Ho... | 1'260.50 |
Name | Price |
---|---|
SONOVA HLDG N | 281.70 |
Lonza Group | 516.00 |
KUEHNE & NAGEL | 244.60 |
Compagnie Financi... | 143.15 |
Nestlé SA | 95.74 |