Last price paid | 0.55 | |
Change | +7.84% [ +0.04 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 24.05.2024 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 | +18.09% |
Year to date (YTD) | n.a. |
1 month | +27.91% |
3 months | -30.38% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.47 |
Underlying price on issue | 794.35 |
Premium | 0.02% |
Premium p.a. | 0.19% |
Leverage | 11.53 |
Implied volatility | 0.28 |
ISIN | CH1305134426 |
Symbol | ASMK6Z |
Security | 130513442 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | ASML Hldg Rg, NL0010273215 |
Underlying ISIN | NL0010273215 |
Strike | 840.00 |
C/P type | call |
Subscription ratio | 100.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 100 |
Value day | 31.01.2024 |
Premium | 1.81% |
Premium p.a. | 18.90% |
Leverage | 15.73 |
Implied volatility | 27.87% |
Moneyness | in-the-money |
Leverage | 11.5350 |
Delta | 0.7334 |
Gamma | 0.0000 |
Theta | -0.0042 |
Rho | 0.0056 |
Vega | 0.0089 |
Fair value | 0.16 |
Intrinsic value | n.a. |
Break-even | 895.95 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Partners Group Ho... | 1'233.50 |
Holcim | 80.24 |
Swiss Life Hldg | 630.80 |
KUEHNE & NAGEL | 245.80 |
UBS | 28.16 |
Name | Price |
---|---|
NOVARTIS N | 91.74 |
SONOVA HLDG N | 294.20 |
Nestlé SA | 92.42 |
Alcon AG | 82.02 |
ROCHE GS | 230.40 |