Last price paid | n.a. | |
Change | +12.00% [ +0.03 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | n.a. n.a. |
Fixing | 15.03.2024 |
Settlement date | 23.03.2023 |
Last trading | 15.03.2024 |
Final fixing | 15.03.2024 |
Currency redemption | CHF |
Perf. since issue | +67.65% |
Year to date (YTD) | +154.55% |
1 month | +366.67% |
3 months | +133.33% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.17 |
Underlying price on issue | 101.14 |
Premium | 0.00% |
Premium p.a. | 0.14% |
Leverage | 10.30 |
Implied volatility | 0.46 |
ISIN | CH1250715054 |
Symbol | SX7LSZ |
Security | 125071505 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 22.03.2024 |
Underlying | EURO STOXX Banks Price, EU0009658426 |
Underlying ISIN | EU0009658426 |
Strike | 120.00 |
C/P type | call |
Subscription ratio | 40.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | European |
Delivery of securities | Automatic |
Minimum execution | 40 |
Value day | 16.03.2023 |
Premium | 0.27% |
Premium p.a. | 14.32% |
Leverage | 11.09 |
Implied volatility | 46.39% |
Moneyness | in-the-money |
Leverage | 10.2991 |
Delta | 0.9290 |
Gamma | 0.0029 |
Theta | -0.0022 |
Rho | 0.0006 |
Vega | 0.0006 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 131.86 |
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 |
Swiss Re | 110.10 |
Givaudan | 4'180.00 |
Nestlé SA | 96.62 |
LOGITECH INT. | 82.40 |
Name | Price |
---|---|
Swiss Life Hldg | 626.60 |
SONOVA HLDG N | 291.20 |
Partners Group Ho... | 1'258.00 |
KUEHNE & NAGEL | 247.80 |
Alcon AG | 80.08 |