Last price paid | 0.41 | |
Change | +2.50% [ +0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 14.05.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 09.06.2023 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | +88.64% |
Year to date (YTD) | +105.00% |
1 month | -12.77% |
3 months | +36.67% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.22 |
Underlying price on issue | 126.33 |
Premium | 0.02% |
Premium p.a. | 0.13% |
Leverage | 6.32 |
Implied volatility | 0.39 |
ISIN | CH1268366650 |
Symbol | AIRLLZ |
Security | 126836665 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Airbus Br Rg, NL0000235190 |
Underlying ISIN | NL0000235190 |
Strike | 139.13 |
C/P type | call |
Subscription ratio | 49.69 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 49.69191 |
Value day | 02.06.2023 |
Premium | 1.62% |
Premium p.a. | 13.11% |
Leverage | 7.49 |
Implied volatility | 39.20% |
Moneyness | in-the-money |
Leverage | 6.3202 |
Delta | 0.8434 |
Gamma | 0.0002 |
Theta | -0.0014 |
Rho | 0.0027 |
Vega | 0.0026 |
Fair value | 0.05 |
Intrinsic value | n.a. |
Break-even | 161.16 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Alcon AG | 79.94 |
SONOVA HLDG N | 285.80 |
LOGITECH INT. | 80.50 |
Compagnie Financi... | 136.40 |
Partners Group Ho... | 1'251.50 |
Name | Price |
---|---|
Lonza Group | 507.40 |
ROCHE GS | 224.60 |
Swiss Re | 103.40 |
Givaudan | 4'066.00 |
SWISSCOM N | 502.00 |