Last price paid | 0.56 | |
Change | -3.45% [ -0.02 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 24.05.2024 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 | +177.50% |
Year to date (YTD) | +330.77% |
1 month | +761.54% |
3 months | +133.33% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.20 |
Underlying price on issue | 44.44 |
Premium | 0.01% |
Premium p.a. | 0.07% |
Leverage | 15.52 |
Implied volatility | 0.16 |
ISIN | CH1281051149 |
Symbol | UNAPMZ |
Security | 128105114 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Unilever Rg, GB00B10RZP78 |
Underlying ISIN | GB00B10RZP78 |
Strike | 48.00 |
C/P type | call |
Subscription ratio | 5.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 5 |
Value day | 08.12.2023 |
Premium | 0.71% |
Premium p.a. | 7.38% |
Leverage | 18.04 |
Implied volatility | 16.15% |
Moneyness | in-the-money |
Leverage | 15.5192 |
Delta | 0.8605 |
Gamma | 0.0176 |
Theta | -0.0024 |
Rho | 0.0077 |
Vega | 0.0068 |
Fair value | 0.07 |
Intrinsic value | n.a. |
Break-even | 50.80 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Partners Group Ho... | 1'233.50 |
Holcim | 80.24 |
Swiss Life Hldg | 630.80 |
KUEHNE & NAGEL | 245.80 |
UBS | 28.16 |
Name | Price |
---|---|
NOVARTIS N | 91.74 |
SONOVA HLDG N | 294.20 |
Nestlé SA | 92.42 |
Alcon AG | 82.02 |
ROCHE GS | 230.40 |