Last price paid | 0.17 | |
Change | +30.77% [ +0.04 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 16.05.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 07.02.2024 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | +16.67% |
Year to date (YTD) | n.a. |
1 month | -10.53% |
3 months | -10.53% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.15 |
Underlying price on issue | 161.30 |
Premium | 0.04% |
Premium p.a. | 0.32% |
Leverage | 21.77 |
Implied volatility | 0.19 |
ISIN | CH1305134632 |
Symbol | SAPG0Z |
Security | 130513463 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | SAP I, DE0007164600 |
Underlying ISIN | DE0007164600 |
Strike | 180.00 |
C/P type | call |
Subscription ratio | 20.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 20 |
Value day | 31.01.2024 |
Premium | 3.70% |
Premium p.a. | 32.15% |
Leverage | 49.90 |
Implied volatility | 18.95% |
Moneyness | out-of-the-money |
Leverage | 21.7713 |
Delta | 0.4363 |
Gamma | 0.0018 |
Theta | -0.0030 |
Rho | 0.0042 |
Vega | 0.0117 |
Fair value | 0.18 |
Intrinsic value | n.a. |
Break-even | 183.55 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
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