Last price paid | 0.12 | |
Change | -14.29% [ -0.02 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 10.05.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 19.06.2023 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | +4.55% |
Year to date (YTD) | +84.62% |
1 month | -42.86% |
3 months | +9.09% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.11 |
Underlying price on issue | 129.54 |
Premium | 0.04% |
Premium p.a. | 0.28% |
Leverage | 14.55 |
Implied volatility | 0.24 |
ISIN | CH1268369118 |
Symbol | AIRL8Z |
Security | 126836911 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Airbus Br Rg, NL0000235190 |
Underlying ISIN | NL0000235190 |
Strike | 159.01 |
C/P type | call |
Subscription ratio | 49.69 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 49.69191 |
Value day | 12.06.2023 |
Premium | 3.79% |
Premium p.a. | 28.19% |
Leverage | 27.14 |
Implied volatility | 23.83% |
Moneyness | out-of-the-money |
Leverage | 14.5488 |
Delta | 0.5361 |
Gamma | 0.0006 |
Theta | -0.0013 |
Rho | 0.0021 |
Vega | 0.0045 |
Fair value | 0.12 |
Intrinsic value | n.a. |
Break-even | 165.89 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
KUEHNE & NAGEL | 248.90 |
Swiss Re | 106.05 |
UBS | 26.95 |
Holcim | 81.60 |
NOVARTIS N | 92.32 |
Name | Price |
---|---|
Givaudan | 4'053.00 |
Lonza Group | 526.20 |
GEBERIT N | 550.60 |
ZURICH INSURANCE | 457.40 |
LOGITECH INT. | 77.02 |