Last price paid | 0.03 | |
Change | -14.29% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 21.05.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 23.02.2024 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | -75.00% |
Year to date (YTD) | n.a. |
1 month | -33.33% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.10 |
Underlying price on issue | 442.83 |
Premium | 0.07% |
Premium p.a. | 0.84% |
Leverage | 30.48 |
Implied volatility | 0.21 |
ISIN | CH1305137700 |
Symbol | OR0B6Z |
Security | 130513770 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | L'Oreal, FR0000120321 |
Underlying ISIN | FR0000120321 |
Strike | 480.00 |
C/P type | call |
Subscription ratio | 100.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 100 |
Value day | 16.02.2024 |
Premium | 7.38% |
Premium p.a. | 84.20% |
Leverage | 178.30 |
Implied volatility | 21.45% |
Moneyness | out-of-the-money |
Leverage | 30.4829 |
Delta | 0.1710 |
Gamma | 0.0001 |
Theta | -0.0012 |
Rho | 0.0006 |
Vega | 0.0033 |
Fair value | 0.03 |
Intrinsic value | n.a. |
Break-even | 482.52 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Givaudan | 4'289.00 |
KUEHNE & NAGEL | 252.10 |
Swiss Re | 113.00 |
ROCHE GS | 230.60 |
Sika AG | 285.60 |
Name | Price |
---|---|
LOGITECH INT. | 86.70 |
NOVARTIS N | 91.60 |
SWISSCOM N | 490.40 |
Nestlé SA | 92.24 |
Partners Group Ho... | 1'227.50 |