Last price paid | 0.075 | |
Change | -21.05% [ -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 | 02.05.2024 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | -22.22% |
Year to date (YTD) | n.a. |
1 month | n.a. |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.09 |
Underlying price on issue | 59.74 |
Premium | 0.03% |
Premium p.a. | 0.31% |
Leverage | 27.79 |
Implied volatility | 0.16 |
ISIN | CH1305152337 |
Symbol | BN08TZ |
Security | 130515233 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Danone, FR0000120644 |
Underlying ISIN | FR0000120644 |
Strike | 60.00 |
C/P type | call |
Subscription ratio | 13.33 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 13.33333 |
Value day | 24.04.2024 |
Premium | 2.94% |
Premium p.a. | 30.61% |
Leverage | 64.53 |
Implied volatility | 16.24% |
Moneyness | out-of-the-money |
Leverage | 27.7935 |
Delta | 0.4307 |
Gamma | 0.0102 |
Theta | -0.0015 |
Rho | 0.0018 |
Vega | 0.0055 |
Fair value | 0.07 |
Intrinsic value | n.a. |
Break-even | 60.92 |
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 |