Last price paid | 0.11 | |
Change | -15.38% [ -0.02 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 17.05.2024 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 | -61.11% |
Year to date (YTD) | +83.33% |
1 month | -65.63% |
3 months | -78.43% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.27 |
Underlying price on issue | 675.15 |
Premium | 0.09% |
Premium p.a. | 0.79% |
Leverage | 19.07 |
Implied volatility | 0.28 |
ISIN | CH1268366759 |
Symbol | ASMYFZ |
Security | 126836675 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | ASML Hldg Rg, NL0010273215 |
Underlying ISIN | NL0010273215 |
Strike | 920.00 |
C/P type | call |
Subscription ratio | 100.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 100 |
Value day | 02.06.2023 |
Premium | 9.10% |
Premium p.a. | 79.10% |
Leverage | 80.16 |
Implied volatility | 27.59% |
Moneyness | out-of-the-money |
Leverage | 19.0748 |
Delta | 0.2379 |
Gamma | 0.0000 |
Theta | -0.0031 |
Rho | 0.0022 |
Vega | 0.0088 |
Fair value | 0.11 |
Intrinsic value | n.a. |
Break-even | 930.64 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
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