Last price paid | 0.23 | |
Change | -14.81% [ -0.04 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 13.05.2024 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 | +32.35% |
Year to date (YTD) | +91.67% |
1 month | -25.81% |
3 months | +27.78% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.17 |
Underlying price on issue | 126.33 |
Premium | 0.02% |
Premium p.a. | 0.18% |
Leverage | 10.01 |
Implied volatility | 0.29 |
ISIN | CH1268366643 |
Symbol | AIRU4Z |
Security | 126836664 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Airbus Br Rg, NL0000235190 |
Underlying ISIN | NL0000235190 |
Strike | 149.07 |
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 | 2.23% |
Premium p.a. | 17.73% |
Leverage | 13.75 |
Implied volatility | 28.55% |
Moneyness | in-the-money |
Leverage | 10.0115 |
Delta | 0.7282 |
Gamma | 0.0004 |
Theta | -0.0013 |
Rho | 0.0026 |
Vega | 0.0036 |
Fair value | 0.07 |
Intrinsic value | n.a. |
Break-even | 161.49 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
LOGITECH INT. | 78.16 |
ABB Ltd | 47.81 |
Givaudan | 4'104.00 |
ROCHE GS | 227.80 |
Alcon AG | 74.34 |
Name | Price |
---|---|
Partners Group Ho... | 1'238.50 |
Swiss Re | 104.85 |
Lonza Group | 516.40 |
SONOVA HLDG N | 267.70 |
Holcim | 78.26 |