Last price paid | 0.04 | |
Change | -11.11% [ 0.00 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 02.05.2024 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 | -76.19% |
Year to date (YTD) | n.a. |
1 month | -38.46% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.21 |
Underlying price on issue | 17.57 |
Premium | 0.54% |
Premium p.a. | 4.72% |
Leverage | 5.15 |
Implied volatility | 1.20 |
ISIN | CH1305134772 |
Symbol | VARGVZ |
Security | 130513477 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Varta, DE000A0TGJ55 |
Underlying ISIN | DE000A0TGJ55 |
Strike | 18.00 |
C/P type | call |
Subscription ratio | 10.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 10 |
Value day | 31.01.2024 |
Premium | 54.35% |
Premium p.a. | 472.34% |
Leverage | 23.66 |
Implied volatility | 120.34% |
Moneyness | out-of-the-money |
Leverage | 5.1487 |
Delta | 0.2176 |
Gamma | 0.0061 |
Theta | -0.0017 |
Rho | 0.0002 |
Vega | 0.0012 |
Fair value | 0.05 |
Intrinsic value | n.a. |
Break-even | 18.51 |
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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