Last price paid | 0.14 | |
Change | +55.56% [ +0.05 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 22.05.2024 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 | -63.51% |
Year to date (YTD) | -58.82% |
1 month | +366.67% |
3 months | +27.27% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.37 |
Underlying price on issue | 36.88 |
Premium | 0.04% |
Premium p.a. | 0.41% |
Leverage | 14.83 |
Implied volatility | 0.29 |
ISIN | CH1281051016 |
Symbol | IFXVXZ |
Security | 128105101 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Infineon Technolo N, DE0006231004 |
Underlying ISIN | DE0006231004 |
Strike | 38.00 |
C/P type | call |
Subscription ratio | 10.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 10 |
Value day | 08.12.2023 |
Premium | 3.61% |
Premium p.a. | 41.16% |
Leverage | 27.91 |
Implied volatility | 29.05% |
Moneyness | out-of-the-money |
Leverage | 14.8321 |
Delta | 0.5314 |
Gamma | 0.0123 |
Theta | -0.0022 |
Rho | 0.0016 |
Vega | 0.0044 |
Fair value | 0.14 |
Intrinsic value | n.a. |
Break-even | 39.36 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
KUEHNE & NAGEL | 250.90 |
ABB Ltd | 49.82 |
UBS | 28.43 |
Givaudan | 4'252.00 |
Swiss Life Hldg | 634.80 |
Name | Price |
---|---|
LOGITECH INT. | 87.34 |
SONOVA HLDG N | 291.20 |
Lonza Group | 512.80 |
Partners Group Ho... | 1'229.00 |
ROCHE GS | 229.90 |