Last price paid | 0.19 | |
Change | +171.43% [ +0.12 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 16.05.2024 17:20 |
Fixing | 17.05.2024 |
Settlement date | 01.03.2024 |
Last trading | 17.05.2024 |
Final fixing | 17.05.2024 |
Currency redemption | CHF |
Perf. since issue | +16.67% |
Year to date (YTD) | n.a. |
1 month | +58.33% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.24 |
Underlying price on issue | 461.65 |
Premium | 0.00% |
Premium p.a. | 0.03% |
Leverage | 31.61 |
Implied volatility | 0.11 |
ISIN | CH1305140431 |
Symbol | ZUR3AZ |
Security | 130514043 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.05.2024 |
Underlying | Zurich Insur Gr N, CH0011075394 |
Underlying ISIN | CH0011075394 |
Strike | 460.00 |
C/P type | call |
Subscription ratio | 50.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 50 |
Value day | 23.02.2024 |
Premium | 0.08% |
Premium p.a. | 3.08% |
Leverage | 33.83 |
Implied volatility | 11.36% |
Moneyness | in-the-money |
Leverage | 31.6095 |
Delta | 0.9344 |
Gamma | 0.0003 |
Theta | -0.0013 |
Rho | 0.0024 |
Vega | 0.0018 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 474.00 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Compagnie Financi... | 143.90 |
Swiss Re | 109.05 |
LOGITECH INT. | 82.52 |
NOVARTIS N | 93.54 |
ZURICH INSURANCE | 473.20 |
Name | Price |
---|---|
Partners Group Ho... | 1'257.50 |
Holcim | 77.42 |
ABB Ltd | 47.07 |
Alcon AG | 80.04 |
GEBERIT N | 560.60 |