Last price paid | 0.91 | |
Change | -10.78% [ -0.11 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 21.05.2024 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 | +619.23% |
Year to date (YTD) | n.a. |
1 month | +175.76% |
3 months | +810.00% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.13 |
Underlying price on issue | 13.93 |
Premium | 0.01% |
Premium p.a. | 0.06% |
Leverage | 2.50 |
Implied volatility | 0.89 |
ISIN | CH1305135399 |
Symbol | ENRQYZ |
Security | 130513539 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Siemens Energy N, DE000ENER6Y0 |
Underlying ISIN | DE000ENER6Y0 |
Strike | 15.00 |
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 | 0.60% |
Premium p.a. | 6.08% |
Leverage | 2.57 |
Implied volatility | 89.17% |
Moneyness | in-the-money |
Leverage | 2.4959 |
Delta | 0.9696 |
Gamma | 0.0010 |
Theta | -0.0008 |
Rho | 0.0014 |
Vega | 0.0005 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 24.44 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
ABB Ltd | 49.12 |
LOGITECH INT. | 87.52 |
UBS | 27.99 |
Givaudan | 4'233.00 |
Swiss Re | 112.00 |
Name | Price |
---|---|
Nestlé SA | 93.76 |
SWISSCOM N | 494.80 |
KUEHNE & NAGEL | 244.40 |
Partners Group Ho... | 1'259.50 |
NOVARTIS N | 93.17 |