Last price paid | 0.01 | |
Change | -33.33% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 03.05.2024 17:20 |
Fixing | 17.05.2024 |
Settlement date | 18.03.2024 |
Last trading | 17.05.2024 |
Final fixing | 17.05.2024 |
Currency redemption | CHF |
Perf. since issue | -94.75% |
Year to date (YTD) | n.a. |
1 month | -90.91% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.20 |
Underlying price on issue | 480.15 |
Premium | 0.02% |
Premium p.a. | 0.71% |
Leverage | 136.65 |
Implied volatility | 0.10 |
ISIN | CH1305144490 |
Symbol | ZUR2ZZ |
Security | 130514449 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.05.2024 |
Underlying | Zurich Insur Gr N, CH0011075394 |
Underlying ISIN | CH0011075394 |
Strike | 480.00 |
C/P type | call |
Subscription ratio | 50.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 50 |
Value day | 11.03.2024 |
Premium | 1.94% |
Premium p.a. | 70.65% |
Leverage | 897.90 |
Implied volatility | 9.71% |
Moneyness | out-of-the-money |
Leverage | 136.6516 |
Delta | 0.1522 |
Gamma | 0.0006 |
Theta | -0.0017 |
Rho | 0.0004 |
Vega | 0.0034 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 480.53 |
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 |