Last price paid | n.a. | |
Change | -33.33% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | n.a. n.a. |
Fixing | 19.04.2024 |
Settlement date | 28.02.2024 |
Last trading | 19.04.2024 |
Final fixing | 19.04.2024 |
Currency redemption | CHF |
Perf. since issue | -94.47% |
Year to date (YTD) | n.a. |
1 month | -97.30% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.19 |
Underlying price on issue | 444.80 |
Premium | 0.01% |
Premium p.a. | 0.75% |
Leverage | 159.71 |
Implied volatility | 0.10 |
ISIN | CH1305139177 |
Symbol | ZUR5ZZ |
Security | 130513917 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 26.04.2024 |
Underlying | Zurich Insur Gr N, CH0011075394 |
Underlying ISIN | CH0011075394 |
Strike | 450.00 |
C/P type | call |
Subscription ratio | 50.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 50 |
Value day | 21.02.2024 |
Premium | 1.45% |
Premium p.a. | 75.44% |
Leverage | 845.90 |
Implied volatility | 9.62% |
Moneyness | out-of-the-money |
Leverage | 159.7063 |
Delta | 0.1888 |
Gamma | 0.0008 |
Theta | -0.0022 |
Rho | 0.0003 |
Vega | 0.0031 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 450.53 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Compagnie Financi... | 143.85 |
Swiss Re | 109.05 |
LOGITECH INT. | 82.42 |
NOVARTIS N | 93.54 |
ROCHE GS | 237.10 |
Name | Price |
---|---|
Holcim | 77.30 |
Partners Group Ho... | 1'260.00 |
ABB Ltd | 47.09 |
Alcon AG | 80.06 |
GEBERIT N | 560.80 |