Last price paid | 0.025 | |
Change | -16.67% [ 0.00 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 05.04.2024 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 | -83.33% |
Year to date (YTD) | -16.67% |
1 month | n.a. |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.12 |
Underlying price on issue | 42.88 |
Premium | 0.20% |
Premium p.a. | 1.67% |
Leverage | 13.08 |
Implied volatility | 0.45 |
ISIN | CH1268367211 |
Symbol | QIALFZ |
Security | 126836721 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Qiagen Rg, NL0015001WM6 |
Underlying ISIN | NL0015001WM6 |
Strike | 50.00 |
C/P type | call |
Subscription ratio | 25.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 25 |
Value day | 02.06.2023 |
Premium | 20.12% |
Premium p.a. | 166.88% |
Leverage | 82.57 |
Implied volatility | 44.97% |
Moneyness | out-of-the-money |
Leverage | 13.0822 |
Delta | 0.1584 |
Gamma | 0.0015 |
Theta | -0.0007 |
Rho | 0.0003 |
Vega | 0.0014 |
Fair value | 0.02 |
Intrinsic value | n.a. |
Break-even | 50.51 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Lonza Group | 532.20 |
SONOVA HLDG N | 297.50 |
Partners Group Ho... | 1'279.00 |
GEBERIT N | 566.20 |
Sika AG | 283.40 |
Name | Price |
---|---|
NOVARTIS N | 93.30 |
Compagnie Financi... | 136.55 |
LOGITECH INT. | 80.60 |
ZURICH INSURANCE | 453.30 |
Swiss Re | 103.70 |