Last price paid | 0.01 | |
Change | -33.33% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 02.05.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 12.01.2024 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | -96.07% |
Year to date (YTD) | n.a. |
1 month | n.a. |
3 months | -77.78% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.14 |
Underlying price on issue | 62.80 |
Premium | 0.41% |
Premium p.a. | 4.04% |
Leverage | 14.31 |
Implied volatility | 0.58 |
ISIN | CH1305129202 |
Symbol | BOSR5Z |
Security | 130512920 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Hugo Boss N, DE000A1PHFF7 |
Underlying ISIN | DE000A1PHFF7 |
Strike | 68.00 |
C/P type | call |
Subscription ratio | 25.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 25 |
Value day | 05.01.2024 |
Premium | 40.99% |
Premium p.a. | 404.33% |
Leverage | 348.10 |
Implied volatility | 57.91% |
Moneyness | out-of-the-money |
Leverage | 14.3118 |
Delta | 0.0411 |
Gamma | 0.0004 |
Theta | -0.0004 |
Rho | 0.0001 |
Vega | 0.0005 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 68.14 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
SONOVA HLDG N | 291.50 |
LOGITECH INT. | 86.32 |
Alcon AG | 82.44 |
Holcim | 79.02 |
GEBERIT N | 561.40 |
Name | Price |
---|---|
Compagnie Financi... | 140.60 |
Swiss Life Hldg | 616.40 |
ROCHE GS | 231.90 |
NOVARTIS N | 93.16 |
ABB Ltd | 48.11 |