Last price paid | 0.50 | |
Change | -15.25% [ -0.09 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 14.05.2024 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 | +26.92% |
Year to date (YTD) | n.a. |
1 month | +100.00% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.39 |
Underlying price on issue | 176.52 |
Premium | 0.03% |
Premium p.a. | 0.21% |
Leverage | 12.11 |
Implied volatility | 0.26 |
ISIN | CH1305147519 |
Symbol | SIEA6Z |
Security | 130514751 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Siemens N, DE0007236101 |
Underlying ISIN | DE0007236101 |
Strike | 180.00 |
C/P type | call |
Subscription ratio | 20.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 20 |
Value day | 20.03.2024 |
Premium | 2.62% |
Premium p.a. | 21.25% |
Leverage | 18.35 |
Implied volatility | 25.90% |
Moneyness | in-the-money |
Leverage | 12.1107 |
Delta | 0.6598 |
Gamma | 0.0011 |
Theta | -0.0040 |
Rho | 0.0068 |
Vega | 0.0117 |
Fair value | 0.24 |
Intrinsic value | n.a. |
Break-even | 190.09 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Alcon AG | 79.94 |
SONOVA HLDG N | 285.80 |
LOGITECH INT. | 80.50 |
Compagnie Financi... | 136.40 |
Partners Group Ho... | 1'251.50 |
Name | Price |
---|---|
Lonza Group | 507.40 |
ROCHE GS | 224.60 |
Swiss Re | 103.40 |
Givaudan | 4'066.00 |
SWISSCOM N | 502.00 |