Last price paid | 0.025 | |
Change | -16.67% [ 0.00 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 19.03.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 07.03.2024 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | -37.50% |
Year to date (YTD) | n.a. |
1 month | n.a. |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.04 |
Underlying price on issue | 1.30 |
Premium | 0.19% |
Premium p.a. | 2.01% |
Leverage | 4.89 |
Implied volatility | 1.05 |
ISIN | CH1305140779 |
Symbol | AMSO2Z |
Security | 130514077 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | ams-OSRAM N, AT0000A18XM4 |
Underlying ISIN | AT0000A18XM4 |
Strike | 1.50 |
C/P type | call |
Subscription ratio | 5.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 5 |
Value day | 29.02.2024 |
Premium | 19.27% |
Premium p.a. | 200.92% |
Leverage | 10.90 |
Implied volatility | 105.18% |
Moneyness | out-of-the-money |
Leverage | 4.8943 |
Delta | 0.4490 |
Gamma | 0.1783 |
Theta | -0.0005 |
Rho | 0.0001 |
Vega | 0.0003 |
Fair value | 0.03 |
Intrinsic value | n.a. |
Break-even | 1.63 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
KUEHNE & NAGEL | 246.50 |
Lonza Group | 515.20 |
UBS | 28.08 |
Holcim | 79.84 |
Swiss Life Hldg | 627.00 |
Name | Price |
---|---|
Alcon AG | 81.70 |
NOVARTIS N | 91.66 |
SONOVA HLDG N | 294.90 |
LOGITECH INT. | 87.34 |
ZURICH INSURANCE | 468.30 |