Last price paid | 0.89 | |
Change | +7.23% [ +0.06 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 24.05.2024 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 | +72.12% |
Year to date (YTD) | +345.00% |
1 month | +36.92% |
3 months | -13.59% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.52 |
Underlying price on issue | 675.15 |
Premium | 0.01% |
Premium p.a. | 0.11% |
Leverage | 8.34 |
Implied volatility | 0.32 |
ISIN | CH1268366726 |
Symbol | ASMN0Z |
Security | 126836672 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | ASML Hldg Rg, NL0010273215 |
Underlying ISIN | NL0010273215 |
Strike | 800.00 |
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 | 1.10% |
Premium p.a. | 11.49% |
Leverage | 9.76 |
Implied volatility | 31.86% |
Moneyness | in-the-money |
Leverage | 8.3429 |
Delta | 0.8546 |
Gamma | 0.0000 |
Theta | -0.0035 |
Rho | 0.0063 |
Vega | 0.0062 |
Fair value | 0.10 |
Intrinsic value | n.a. |
Break-even | 890.20 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Partners Group Ho... | 1'233.50 |
Holcim | 80.24 |
Swiss Life Hldg | 630.80 |
KUEHNE & NAGEL | 245.80 |
UBS | 28.16 |
Name | Price |
---|---|
NOVARTIS N | 91.74 |
SONOVA HLDG N | 294.20 |
Nestlé SA | 92.42 |
Alcon AG | 82.02 |
ROCHE GS | 230.40 |