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 | +145.00% |
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. | 0.11% |
Leverage | 11.22 |
Implied volatility | 0.25 |
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 | 1.08% |
Premium p.a. | 11.31% |
Leverage | 13.61 |
Implied volatility | 24.57% |
Moneyness | in-the-money |
Leverage | 11.2245 |
Delta | 0.8248 |
Gamma | 0.0025 |
Theta | -0.0012 |
Rho | 0.0024 |
Vega | 0.0027 |
Fair value | 0.04 |
Intrinsic value | n.a. |
Break-even | 67.94 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Partners Group Ho... | 1'233.50 |
Holcim | 80.24 |
Swiss Life Hldg | 630.80 |
KUEHNE & NAGEL | 245.80 |
UBS | 28.16 |
Name | Price |
---|---|
NOVARTIS N | 91.74 |
SONOVA HLDG N | 294.20 |
Nestlé SA | 92.42 |
Alcon AG | 82.02 |
ROCHE GS | 230.40 |