Last price paid | 0.10 | |
Change | +17.65% [ +0.02 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 15.05.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 17.05.2023 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | -69.12% |
Year to date (YTD) | -65.52% |
1 month | +33.33% |
3 months | -33.33% |
1 year | -67.74% |
3 years | n.a. |
Issue price | 0.34 |
Underlying price on issue | 171.19 |
Premium | 0.03% |
Premium p.a. | 0.26% |
Leverage | 17.88 |
Implied volatility | 0.20 |
ISIN | CH1250731937 |
Symbol | AAPRGZ |
Security | 125073193 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Apple Rg, US0378331005 |
Underlying ISIN | US0378331005 |
Strike | 190.00 |
C/P type | call |
Subscription ratio | 50.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 50 |
Value day | 10.05.2023 |
Premium | 3.10% |
Premium p.a. | 26.35% |
Leverage | 32.72 |
Implied volatility | 20.22% |
Moneyness | out-of-the-money |
Leverage | 17.8836 |
Delta | 0.5465 |
Gamma | 0.0007 |
Theta | -0.0014 |
Rho | 0.0021 |
Vega | 0.0047 |
Fair value | 0.11 |
Intrinsic value | n.a. |
Break-even | 195.80 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Compagnie Financi... | 145.90 |
Swiss Re | 109.80 |
ZURICH INSURANCE | 474.60 |
ROCHE GS | 237.00 |
Swiss Life Hldg | 635.00 |
Name | Price |
---|---|
Holcim | 78.16 |
Partners Group Ho... | 1'272.00 |
Alcon AG | 80.64 |
LOGITECH INT. | 81.36 |
ABB Ltd | 47.52 |