Last price paid | 0.34 | |
Change | +6.25% [ +0.02 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 21.05.2024 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 | -9.21% |
Year to date (YTD) | n.a. |
1 month | -39.29% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.38 |
Underlying price on issue | 268.40 |
Premium | 0.04% |
Premium p.a. | 0.40% |
Leverage | 11.44 |
Implied volatility | 0.33 |
ISIN | CH1305143633 |
Symbol | SPO3QZ |
Security | 130514363 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Spotify Tech Rg, LU1778762911 |
Underlying ISIN | LU1778762911 |
Strike | 300.00 |
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 | 4.15% |
Premium p.a. | 39.86% |
Leverage | 19.96 |
Implied volatility | 33.43% |
Moneyness | in-the-money |
Leverage | 11.4442 |
Delta | 0.5732 |
Gamma | 0.0003 |
Theta | -0.0044 |
Rho | 0.0038 |
Vega | 0.0087 |
Fair value | 0.29 |
Intrinsic value | n.a. |
Break-even | 315.16 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
ABB Ltd | 48.46 |
LOGITECH INT. | 83.96 |
UBS | 27.70 |
NOVARTIS N | 93.89 |
Alcon AG | 80.44 |
Name | Price |
---|---|
Lonza Group | 507.80 |
SONOVA HLDG N | 281.30 |
Nestlé SA | 95.30 |
KUEHNE & NAGEL | 244.80 |
ROCHE GS | 234.40 |