Last price paid | 0.26 | |
Change | +4.00% [ +0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 29.05.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 01.02.2024 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | +15.22% |
Year to date (YTD) | n.a. |
1 month | +44.44% |
3 months | -70.79% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.23 |
Underlying price on issue | 389.62 |
Premium | 0.04% |
Premium p.a. | 0.45% |
Leverage | 16.55 |
Implied volatility | 0.28 |
ISIN | CH1305133287 |
Symbol | METBYZ |
Security | 130513328 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Meta Platforms N, US30303M1027 |
Underlying ISIN | US30303M1027 |
Strike | 480.00 |
C/P type | call |
Subscription ratio | 50.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 50 |
Value day | 25.01.2024 |
Premium | 3.72% |
Premium p.a. | 45.29% |
Leverage | 32.86 |
Implied volatility | 27.62% |
Moneyness | out-of-the-money |
Leverage | 16.5487 |
Delta | 0.5035 |
Gamma | 0.0002 |
Theta | -0.0052 |
Rho | 0.0034 |
Vega | 0.0100 |
Fair value | 0.27 |
Intrinsic value | n.a. |
Break-even | 494.51 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Swiss Re | 113.35 |
ZURICH INSURANCE | 471.00 |
ROCHE GS | 229.60 |
LOGITECH INT. | 87.22 |
SONOVA HLDG N | 288.10 |
Name | Price |
---|---|
Lonza Group | 482.50 |
UBS | 27.91 |
Swiss Life Hldg | 623.00 |
GEBERIT N | 554.20 |
Compagnie Financi... | 142.25 |