Last price paid | 0.61 | |
Change | +3.39% [ +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 | +167.39% |
Year to date (YTD) | +110.34% |
1 month | +134.62% |
3 months | +1120.00% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.23 |
Underlying price on issue | 55.79 |
Premium | 0.00% |
Premium p.a. | 0.04% |
Leverage | 4.94 |
Implied volatility | 0.72 |
ISIN | CH1268366908 |
Symbol | BNPF4Z |
Security | 126836690 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | BNP Paribas Br-A, FR0000131104 |
Underlying ISIN | FR0000131104 |
Strike | 60.00 |
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 | 0.45% |
Premium p.a. | 3.91% |
Leverage | 5.79 |
Implied volatility | 72.18% |
Moneyness | in-the-money |
Leverage | 4.9404 |
Delta | 0.8536 |
Gamma | 0.0016 |
Theta | -0.0008 |
Rho | 0.0007 |
Vega | 0.0021 |
Fair value | 0.02 |
Intrinsic value | n.a. |
Break-even | 72.46 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Compagnie Financi... | 144.75 |
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SONOVA HLDG N | 291.20 |
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