Last price paid | 0.06 | |
Change | +33.33% [ +0.02 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 07.05.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 27.03.2024 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | -63.33% |
Year to date (YTD) | n.a. |
1 month | -57.14% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.15 |
Underlying price on issue | 14.25 |
Premium | 0.34% |
Premium p.a. | 3.39% |
Leverage | 5.73 |
Implied volatility | 1.05 |
ISIN | CH1305147576 |
Symbol | VARU8Z |
Security | 130514757 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Varta, DE000A0TGJ55 |
Underlying ISIN | DE000A0TGJ55 |
Strike | 15.00 |
C/P type | call |
Subscription ratio | 10.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 10 |
Value day | 20.03.2024 |
Premium | 34.33% |
Premium p.a. | 338.64% |
Leverage | 20.86 |
Implied volatility | 104.61% |
Moneyness | out-of-the-money |
Leverage | 5.7295 |
Delta | 0.2747 |
Gamma | 0.0087 |
Theta | -0.0018 |
Rho | 0.0003 |
Vega | 0.0012 |
Fair value | 0.06 |
Intrinsic value | n.a. |
Break-even | 15.56 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Alcon AG | 82.84 |
SONOVA HLDG N | 288.80 |
LOGITECH INT. | 85.20 |
Swiss Re | 111.30 |
Lonza Group | 510.80 |
Name | Price |
---|---|
Swiss Life Hldg | 621.20 |
KUEHNE & NAGEL | 241.90 |
Compagnie Financi... | 142.10 |
ABB Ltd | 48.00 |
NOVARTIS N | 93.32 |