Last price paid | 0.02 | |
Change | -20.00% [ -0.01 ] | |
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 | -89.29% |
Year to date (YTD) | -37.50% |
1 month | -50.00% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.14 |
Underlying price on issue | 24.92 |
Premium | 0.20% |
Premium p.a. | 1.50% |
Leverage | 11.93 |
Implied volatility | 0.45 |
ISIN | CH1268369878 |
Symbol | ZALGYZ |
Security | 126836987 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Zalando I, DE000ZAL1111 |
Underlying ISIN | DE000ZAL1111 |
Strike | 30.00 |
C/P type | call |
Subscription ratio | 25.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 25 |
Value day | 12.06.2023 |
Premium | 20.14% |
Premium p.a. | 150.04% |
Leverage | 65.88 |
Implied volatility | 45.44% |
Moneyness | out-of-the-money |
Leverage | 11.9287 |
Delta | 0.1811 |
Gamma | 0.0026 |
Theta | -0.0005 |
Rho | 0.0002 |
Vega | 0.0010 |
Fair value | 0.02 |
Intrinsic value | n.a. |
Break-even | 30.38 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
KUEHNE & NAGEL | 249.10 |
Swiss Re | 105.80 |
Holcim | 81.48 |
Compagnie Financi... | 135.75 |
UBS | 26.88 |
Name | Price |
---|---|
Givaudan | 4'054.00 |
GEBERIT N | 551.00 |
Lonza Group | 528.00 |
LOGITECH INT. | 77.02 |
ZURICH INSURANCE | 457.60 |