Last price paid | 1.14 | |
Change | +10.68% [ +0.11 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 17.05.2024 17:20 |
Fixing | 20.12.2024 |
Settlement date | 17.04.2024 |
Last trading | 20.12.2024 |
Final fixing | 20.12.2024 |
Currency redemption | CHF |
Perf. since issue | +154.44% |
Year to date (YTD) | n.a. |
1 month | +216.67% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.45 |
Underlying price on issue | 44.84 |
Premium | 0.03% |
Premium p.a. | 0.04% |
Leverage | 6.65 |
Implied volatility | 0.19 |
ISIN | CH1305151123 |
Symbol | UNAA4Z |
Security | 130515112 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 31.12.2024 |
Underlying | Unilever Rg, GB00B10RZP78 |
Underlying ISIN | GB00B10RZP78 |
Strike | 46.00 |
C/P type | call |
Subscription ratio | 5.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 5 |
Value day | 10.04.2024 |
Premium | 2.74% |
Premium p.a. | 4.39% |
Leverage | 8.69 |
Implied volatility | 18.64% |
Moneyness | in-the-money |
Leverage | 6.6533 |
Delta | 0.7656 |
Gamma | 0.0080 |
Theta | -0.0011 |
Rho | 0.0400 |
Vega | 0.0232 |
Fair value | 0.27 |
Intrinsic value | n.a. |
Break-even | 51.80 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Compagnie Financi... | 144.75 |
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SONOVA HLDG N | 291.20 |
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