Last price paid | 0.25 | |
Change | -16.67% [ -0.05 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 27.05.2024 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 | +2.17% |
Year to date (YTD) | n.a. |
1 month | +13.64% |
3 months | -70.59% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.23 |
Underlying price on issue | 389.62 |
Premium | 0.03% |
Premium p.a. | 0.33% |
Leverage | 20.11 |
Implied volatility | 0.22 |
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 | 2.70% |
Premium p.a. | 32.82% |
Leverage | 37.30 |
Implied volatility | 21.61% |
Moneyness | out-of-the-money |
Leverage | 20.1053 |
Delta | 0.5390 |
Gamma | 0.0003 |
Theta | -0.0043 |
Rho | 0.0037 |
Vega | 0.0100 |
Fair value | 0.24 |
Intrinsic value | n.a. |
Break-even | 492.87 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Swiss Re | 112.90 |
ROCHE GS | 230.50 |
SONOVA HLDG N | 289.20 |
ABB Ltd | 49.73 |
Givaudan | 4'228.00 |
Name | Price |
---|---|
Lonza Group | 485.30 |
UBS | 28.02 |
Partners Group Ho... | 1'196.00 |
Swiss Life Hldg | 626.00 |
LOGITECH INT. | 86.38 |