Last price paid | 0.25 | |
Change | -7.41% [ -0.02 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 23.05.2024 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 | +115.00% |
Year to date (YTD) | n.a. |
1 month | -13.79% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.10 |
Underlying price on issue | 61.55 |
Premium | 0.01% |
Premium p.a. | 0.12% |
Leverage | 12.29 |
Implied volatility | 0.23 |
ISIN | CH1305147568 |
Symbol | BNP27Z |
Security | 130514756 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | BNP Paribas Br-A, FR0000131104 |
Underlying ISIN | FR0000131104 |
Strike | 63.00 |
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 | 1.18% |
Premium p.a. | 12.27% |
Leverage | 15.36 |
Implied volatility | 23.33% |
Moneyness | in-the-money |
Leverage | 12.2929 |
Delta | 0.8004 |
Gamma | 0.0029 |
Theta | -0.0012 |
Rho | 0.0023 |
Vega | 0.0029 |
Fair value | 0.04 |
Intrinsic value | n.a. |
Break-even | 67.33 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
KUEHNE & NAGEL | 245.30 |
Compagnie Financi... | 143.05 |
Partners Group Ho... | 1'224.50 |
Lonza Group | 513.80 |
Holcim | 79.52 |
Name | Price |
---|---|
NOVARTIS N | 91.49 |
LOGITECH INT. | 86.92 |
Alcon AG | 82.02 |
ZURICH INSURANCE | 467.70 |
SONOVA HLDG N | 295.70 |