Last price paid | 0.015 | |
Change | -25.00% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 02.02.2024 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) | n.a. |
1 month | n.a. |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.06 |
Underlying price on issue | 42.88 |
Premium | 0.44% |
Premium p.a. | 3.64% |
Leverage | 11.17 |
Implied volatility | 0.64 |
ISIN | CH1268367187 |
Symbol | QIA1OZ |
Security | 126836718 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Qiagen Rg, NL0015001WM6 |
Underlying ISIN | NL0015001WM6 |
Strike | 60.00 |
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 | 43.82% |
Premium p.a. | 363.54% |
Leverage | 164.24 |
Implied volatility | 63.75% |
Moneyness | out-of-the-money |
Leverage | 11.1714 |
Delta | 0.0680 |
Gamma | 0.0006 |
Theta | -0.0005 |
Rho | 0.0001 |
Vega | 0.0007 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 60.26 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Lonza Group | 529.20 |
SONOVA HLDG N | 294.30 |
Sika AG | 283.10 |
Partners Group Ho... | 1'272.50 |
GEBERIT N | 563.60 |
Name | Price |
---|---|
Compagnie Financi... | 135.80 |
NOVARTIS N | 93.14 |
LOGITECH INT. | 80.64 |
Nestlé SA | 94.82 |
ZURICH INSURANCE | 453.50 |