Last price paid | 0.06 | |
Change | -14.29% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 17.05.2024 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 | -34.38% |
Year to date (YTD) | n.a. |
1 month | n.a. |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.08 |
Underlying price on issue | 89.61 |
Premium | 0.05% |
Premium p.a. | 0.50% |
Leverage | 26.55 |
Implied volatility | 0.20 |
ISIN | CH1305153301 |
Symbol | SANSMZ |
Security | 130515330 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Sanofi, FR0000120578 |
Underlying ISIN | FR0000120578 |
Strike | 93.00 |
C/P type | call |
Subscription ratio | 20.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 20 |
Value day | 24.04.2024 |
Premium | 4.75% |
Premium p.a. | 49.58% |
Leverage | 84.82 |
Implied volatility | 19.54% |
Moneyness | out-of-the-money |
Leverage | 26.5466 |
Delta | 0.3130 |
Gamma | 0.0033 |
Theta | -0.0015 |
Rho | 0.0013 |
Vega | 0.0049 |
Fair value | 0.05 |
Intrinsic value | n.a. |
Break-even | 94.06 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Compagnie Financi... | 143.40 |
Lonza Group | 514.00 |
Partners Group Ho... | 1'224.50 |
KUEHNE & NAGEL | 244.40 |
Swiss Re | 111.20 |
Name | Price |
---|---|
NOVARTIS N | 91.40 |
LOGITECH INT. | 86.98 |
Sika AG | 281.20 |
Alcon AG | 82.00 |
ZURICH INSURANCE | 468.10 |