Last price paid | 0.06 | |
Change | -7.69% [ -0.01 ] | |
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 | -65.63% |
Year to date (YTD) | -53.85% |
1 month | -36.84% |
3 months | -7.69% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.16 |
Underlying price on issue | 46.04 |
Premium | 0.04% |
Premium p.a. | 0.40% |
Leverage | 19.09 |
Implied volatility | 0.23 |
ISIN | CH1268366734 |
Symbol | BASLCZ |
Security | 126836673 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | BASF N, DE000BASF111 |
Underlying ISIN | DE000BASF111 |
Strike | 50.00 |
C/P type | call |
Subscription ratio | 20.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 20 |
Value day | 02.06.2023 |
Premium | 4.21% |
Premium p.a. | 40.40% |
Leverage | 44.08 |
Implied volatility | 22.92% |
Moneyness | out-of-the-money |
Leverage | 19.0939 |
Delta | 0.4332 |
Gamma | 0.0055 |
Theta | -0.0010 |
Rho | 0.0010 |
Vega | 0.0031 |
Fair value | 0.06 |
Intrinsic value | n.a. |
Break-even | 51.11 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
ABB Ltd | 48.02 |
Sika AG | 284.10 |
LOGITECH INT. | 83.10 |
Partners Group Ho... | 1'267.50 |
Alcon AG | 80.46 |
Name | Price |
---|---|
SONOVA HLDG N | 282.00 |
Nestlé SA | 95.48 |
Lonza Group | 524.00 |
Swiss Re | 109.25 |
UBS | 27.41 |