Last price paid | 0.055 | |
Change | +22.22% [ +0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 15.05.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 15.03.2024 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | -64.29% |
Year to date (YTD) | n.a. |
1 month | -77.08% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.14 |
Underlying price on issue | 268.40 |
Premium | 0.17% |
Premium p.a. | 1.48% |
Leverage | 17.50 |
Implied volatility | 0.36 |
ISIN | CH1305143757 |
Symbol | SPO7BZ |
Security | 130514375 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Spotify Tech Rg, LU1778762911 |
Underlying ISIN | LU1778762911 |
Strike | 350.00 |
C/P type | call |
Subscription ratio | 40.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 40 |
Value day | 08.03.2024 |
Premium | 17.00% |
Premium p.a. | 147.70% |
Leverage | 136.69 |
Implied volatility | 35.60% |
Moneyness | out-of-the-money |
Leverage | 17.5013 |
Delta | 0.1280 |
Gamma | 0.0002 |
Theta | -0.0022 |
Rho | 0.0009 |
Vega | 0.0048 |
Fair value | 0.05 |
Intrinsic value | n.a. |
Break-even | 352.20 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Compagnie Financi... | 144.75 |
Swiss Re | 110.10 |
Givaudan | 4'180.00 |
Nestlé SA | 96.62 |
LOGITECH INT. | 82.40 |
Name | Price |
---|---|
SONOVA HLDG N | 291.20 |
Partners Group Ho... | 1'258.00 |
KUEHNE & NAGEL | 247.80 |
Alcon AG | 80.08 |
GEBERIT N | 561.40 |