Last price paid | 0.25 | |
Change | -3.85% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 13.05.2024 17:20 |
Fixing | 20.12.2024 |
Settlement date | 27.03.2024 |
Last trading | 20.12.2024 |
Final fixing | 20.12.2024 |
Currency redemption | CHF |
Perf. since issue | +103.85% |
Year to date (YTD) | n.a. |
1 month | +47.06% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.13 |
Underlying price on issue | 12.20 |
Premium | 0.20% |
Premium p.a. | 0.31% |
Leverage | 5.57 |
Implied volatility | 0.36 |
ISIN | CH1305147584 |
Symbol | CBKX1Z |
Security | 130514758 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 06.01.2025 |
Underlying | Commerzbank I, DE000CBK1001 |
Underlying ISIN | DE000CBK1001 |
Strike | 16.00 |
C/P type | call |
Subscription ratio | 4.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 4 |
Value day | 20.03.2024 |
Premium | 20.43% |
Premium p.a. | 31.46% |
Leverage | 13.10 |
Implied volatility | 35.64% |
Moneyness | out-of-the-money |
Leverage | 5.5698 |
Delta | 0.4250 |
Gamma | 0.0246 |
Theta | -0.0010 |
Rho | 0.0079 |
Vega | 0.0110 |
Fair value | 0.27 |
Intrinsic value | n.a. |
Break-even | 17.08 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Alcon AG | 81.06 |
SONOVA HLDG N | 280.50 |
Compagnie Financi... | 136.10 |
KUEHNE & NAGEL | 250.00 |
LOGITECH INT. | 78.58 |
Name | Price |
---|---|
ROCHE GS | 223.00 |
Swiss Re | 103.15 |
Givaudan | 4'039.00 |
Lonza Group | 509.40 |
Holcim | 77.22 |