Last price paid | 0.39 | |
Change | +8.33% [ +0.03 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 17.05.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 29.01.2024 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | +690.00% |
Year to date (YTD) | n.a. |
1 month | +105.26% |
3 months | +766.67% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.05 |
Underlying price on issue | 10.83 |
Premium | 0.00% |
Premium p.a. | 0.03% |
Leverage | 6.88 |
Implied volatility | 0.28 |
ISIN | CH1305131869 |
Symbol | CLN0XZ |
Security | 130513186 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Clariant N, CH0012142631 |
Underlying ISIN | CH0012142631 |
Strike | 12.50 |
C/P type | call |
Subscription ratio | 5.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 5 |
Value day | 22.01.2024 |
Premium | 0.38% |
Premium p.a. | 3.31% |
Leverage | 7.30 |
Implied volatility | 27.80% |
Moneyness | in-the-money |
Leverage | 6.8819 |
Delta | 0.9426 |
Gamma | 0.0169 |
Theta | -0.0005 |
Rho | 0.0027 |
Vega | 0.0011 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 14.48 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Compagnie Financi... | 144.75 |
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SONOVA HLDG N | 291.20 |
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