Last price paid | 0.56 | |
Change | -3.45% [ -0.02 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 17.05.2024 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 | +63.24% |
Year to date (YTD) | n.a. |
1 month | -15.15% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.34 |
Underlying price on issue | 30.53 |
Premium | 0.05% |
Premium p.a. | 0.09% |
Leverage | 7.09 |
Implied volatility | 0.22 |
ISIN | CH1305147766 |
Symbol | SHE6MZ |
Security | 130514776 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 31.12.2024 |
Underlying | Shell N, GB00BP6MXD84 |
Underlying ISIN | GB00BP6MXD84 |
Strike | 32.00 |
C/P type | call |
Subscription ratio | 5.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 5 |
Value day | 20.03.2024 |
Premium | 5.37% |
Premium p.a. | 8.75% |
Leverage | 11.76 |
Implied volatility | 22.19% |
Moneyness | in-the-money |
Leverage | 7.0880 |
Delta | 0.6025 |
Gamma | 0.0133 |
Theta | -0.0010 |
Rho | 0.0188 |
Vega | 0.0193 |
Fair value | 0.35 |
Intrinsic value | n.a. |
Break-even | 34.81 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
ABB Ltd | 48.46 |
LOGITECH INT. | 83.96 |
UBS | 27.70 |
NOVARTIS N | 93.89 |
Alcon AG | 80.44 |
Name | Price |
---|---|
Lonza Group | 507.80 |
SONOVA HLDG N | 281.30 |
Nestlé SA | 95.30 |
KUEHNE & NAGEL | 244.80 |
ROCHE GS | 234.40 |