Last price paid | 0.04 | |
Change | +14.29% [ 0.00 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 14.05.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 17.04.2024 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | -73.08% |
Year to date (YTD) | n.a. |
1 month | -60.00% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.13 |
Underlying price on issue | 51.36 |
Premium | 0.06% |
Premium p.a. | 0.56% |
Leverage | 17.41 |
Implied volatility | 0.31 |
ISIN | CH1305151230 |
Symbol | RNO6GZ |
Security | 130515123 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Renault, FR0000131906 |
Underlying ISIN | FR0000131906 |
Strike | 52.00 |
C/P type | call |
Subscription ratio | 20.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 20 |
Value day | 10.04.2024 |
Premium | 6.40% |
Premium p.a. | 55.61% |
Leverage | 69.77 |
Implied volatility | 30.70% |
Moneyness | out-of-the-money |
Leverage | 17.4081 |
Delta | 0.2495 |
Gamma | 0.0033 |
Theta | -0.0006 |
Rho | 0.0005 |
Vega | 0.0025 |
Fair value | 0.04 |
Intrinsic value | n.a. |
Break-even | 52.71 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Compagnie Financi... | 144.65 |
Swiss Re | 109.65 |
LOGITECH INT. | 83.04 |
Givaudan | 4'153.00 |
NOVARTIS N | 93.41 |
Name | Price |
---|---|
SONOVA HLDG N | 292.30 |
Alcon AG | 79.92 |
Partners Group Ho... | 1'265.00 |
ABB Ltd | 47.30 |
GEBERIT N | 562.20 |