Last price paid | 0.30 | |
Change | +15.38% [ +0.04 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | 10'000.00 Unit | |
Date/time | 15.05.2024 17:15 |
Fixing | 21.06.2024 |
Settlement date | 26.05.2023 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | +103.57% |
Year to date (YTD) | +200.00% |
1 month | +87.50% |
3 months | +30.43% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.14 |
Underlying price on issue | 536.20 |
Premium | 0.00% |
Premium p.a. | 0.03% |
Leverage | 9.22 |
Implied volatility | 0.41 |
ISIN | CH1250736365 |
Symbol | SLH6IZ |
Security | 125073636 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Swiss Life Hldg N, CH0014852781 |
Underlying ISIN | CH0014852781 |
Strike | 600.00 |
C/P type | call |
Subscription ratio | 200.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 200 |
Value day | 19.05.2023 |
Premium | 0.37% |
Premium p.a. | 3.04% |
Leverage | 11.48 |
Implied volatility | 40.89% |
Moneyness | in-the-money |
Leverage | 9.2186 |
Delta | 0.8027 |
Gamma | 0.0000 |
Theta | -0.0004 |
Rho | 0.0007 |
Vega | 0.0024 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 657.00 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Lonza Group | 532.20 |
SONOVA HLDG N | 297.50 |
Partners Group Ho... | 1'279.00 |
GEBERIT N | 566.20 |
Sika AG | 283.40 |
Name | Price |
---|---|
NOVARTIS N | 93.30 |
Compagnie Financi... | 136.55 |
LOGITECH INT. | 80.60 |
ZURICH INSURANCE | 453.30 |
Swiss Re | 103.70 |