Last price paid | 0.10 | |
Change | -23.08% [ -0.03 ] | |
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 | -62.00% |
Year to date (YTD) | -16.67% |
1 month | +66.67% |
3 months | +33.33% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.25 |
Underlying price on issue | 157.58 |
Premium | 0.08% |
Premium p.a. | 0.69% |
Leverage | 21.78 |
Implied volatility | 0.24 |
ISIN | CH1268367468 |
Symbol | SIEQ5Z |
Security | 126836746 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Siemens N, DE0007236101 |
Underlying ISIN | DE0007236101 |
Strike | 200.00 |
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 | 8.33% |
Premium p.a. | 69.14% |
Leverage | 96.27 |
Implied volatility | 23.86% |
Moneyness | out-of-the-money |
Leverage | 21.7792 |
Delta | 0.2262 |
Gamma | 0.0010 |
Theta | -0.0028 |
Rho | 0.0024 |
Vega | 0.0095 |
Fair value | 0.10 |
Intrinsic value | n.a. |
Break-even | 201.94 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Lonza Group | 532.00 |
SONOVA HLDG N | 298.10 |
Partners Group Ho... | 1'275.00 |
GEBERIT N | 564.80 |
Sika AG | 282.80 |
Name | Price |
---|---|
NOVARTIS N | 93.50 |
ZURICH INSURANCE | 453.80 |
Swiss Re | 103.70 |
Compagnie Financi... | 136.80 |
LOGITECH INT. | 80.74 |