Last price paid | 0.015 | |
Change | -25.00% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 08.05.2024 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 | -75.00% |
Year to date (YTD) | n.a. |
1 month | n.a. |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.04 |
Underlying price on issue | 95.36 |
Premium | 0.33% |
Premium p.a. | 4.84% |
Leverage | 9.30 |
Implied volatility | 0.91 |
ISIN | CH1305151289 |
Symbol | P91CCZ |
Security | 130515128 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | DIF Porsche Vz I, DE000PAG9113 |
Underlying ISIN | DE000PAG9113 |
Strike | 102.00 |
C/P type | call |
Subscription ratio | 100.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 100 |
Value day | 10.04.2024 |
Premium | 33.14% |
Premium p.a. | 483.83% |
Leverage | 75.64 |
Implied volatility | 90.85% |
Moneyness | out-of-the-money |
Leverage | 9.2970 |
Delta | 0.1229 |
Gamma | 0.0001 |
Theta | -0.0006 |
Rho | 0.0000 |
Vega | 0.0004 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 103.02 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Holcim | 79.86 |
GEBERIT N | 555.40 |
SWISSCOM N | 502.00 |
ABB Ltd | 49.77 |
UBS | 28.65 |
Name | Price |
---|---|
Givaudan | 4'194.00 |
Swiss Re | 113.70 |
Partners Group Ho... | 1'197.00 |
NOVARTIS N | 92.78 |
Alcon AG | 80.16 |