Last price paid | 0.02 | |
Change | -50.00% [ -0.02 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 22.05.2024 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 | -88.46% |
Year to date (YTD) | n.a. |
1 month | n.a. |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.13 |
Underlying price on issue | 2'365.00 |
Premium | 0.14% |
Premium p.a. | 1.60% |
Leverage | 25.41 |
Implied volatility | 0.30 |
ISIN | CH1305153707 |
Symbol | RMSH6Z |
Security | 130515370 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Hermes Intl, FR0000052292 |
Underlying ISIN | FR0000052292 |
Strike | 2'488.84 |
C/P type | call |
Subscription ratio | 497.76 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 497.76 |
Value day | 24.04.2024 |
Premium | 14.03% |
Premium p.a. | 160.05% |
Leverage | 290.85 |
Implied volatility | 30.05% |
Moneyness | out-of-the-money |
Leverage | 25.4147 |
Delta | 0.0874 |
Gamma | 0.0000 |
Theta | -0.0010 |
Rho | 0.0003 |
Vega | 0.0020 |
Fair value | 0.02 |
Intrinsic value | n.a. |
Break-even | 2'507.56 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
KUEHNE & NAGEL | 250.90 |
ABB Ltd | 49.82 |
UBS | 28.43 |
Givaudan | 4'252.00 |
Swiss Life Hldg | 634.80 |
Name | Price |
---|---|
LOGITECH INT. | 87.34 |
SONOVA HLDG N | 291.20 |
Lonza Group | 512.80 |
Partners Group Ho... | 1'229.00 |
ROCHE GS | 229.90 |