Last price paid | 0.51 | |
Change | +2.00% [ +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 | +296.15% |
Year to date (YTD) | +363.64% |
1 month | +15.91% |
3 months | +325.00% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.13 |
Underlying price on issue | 32.83 |
Premium | 0.00% |
Premium p.a. | 0.04% |
Leverage | 4.23 |
Implied volatility | 0.71 |
ISIN | CH1268367252 |
Symbol | RNO3YZ |
Security | 126836725 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Renault, FR0000131906 |
Underlying ISIN | FR0000131906 |
Strike | 40.00 |
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 | 0.47% |
Premium p.a. | 4.11% |
Leverage | 4.81 |
Implied volatility | 71.48% |
Moneyness | in-the-money |
Leverage | 4.2329 |
Delta | 0.8801 |
Gamma | 0.0016 |
Theta | -0.0007 |
Rho | 0.0006 |
Vega | 0.0014 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 50.44 |
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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Name | Price |
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Swiss Life Hldg | 626.60 |
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