Last price paid | 0.61 | |
Change | +17.31% [ +0.09 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 14.05.2024 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 | +292.50% |
Year to date (YTD) | +306.67% |
1 month | +84.85% |
3 months | +542.11% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.20 |
Underlying price on issue | 9.50 |
Premium | 0.01% |
Premium p.a. | 0.06% |
Leverage | 4.49 |
Implied volatility | 0.43 |
ISIN | CH1268366890 |
Symbol | CBKYWZ |
Security | 126836689 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Commerzbank I, DE000CBK1001 |
Underlying ISIN | DE000CBK1001 |
Strike | 12.00 |
C/P type | call |
Subscription ratio | 4.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 4 |
Value day | 02.06.2023 |
Premium | 0.68% |
Premium p.a. | 5.68% |
Leverage | 4.72 |
Implied volatility | 42.60% |
Moneyness | in-the-money |
Leverage | 4.4887 |
Delta | 0.9511 |
Gamma | 0.0115 |
Theta | -0.0009 |
Rho | 0.0033 |
Vega | 0.0013 |
Fair value | 0.03 |
Intrinsic value | n.a. |
Break-even | 15.20 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Lonza Group | 530.20 |
SONOVA HLDG N | 297.80 |
GEBERIT N | 565.40 |
Partners Group Ho... | 1'273.50 |
Sika AG | 282.90 |
Name | Price |
---|---|
NOVARTIS N | 93.35 |
LOGITECH INT. | 80.56 |
Compagnie Financi... | 136.60 |
ZURICH INSURANCE | 454.30 |
Swiss Re | 103.85 |