Last price paid | 0.33 | |
Change | -17.50% [ -0.07 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 14.05.2024 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 | -8.75% |
Year to date (YTD) | +37.50% |
1 month | +106.25% |
3 months | +120.00% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.40 |
Underlying price on issue | 160.56 |
Premium | 0.03% |
Premium p.a. | 0.28% |
Leverage | 14.29 |
Implied volatility | 0.25 |
ISIN | CH1268369738 |
Symbol | SIELZZ |
Security | 126836973 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Siemens N, DE0007236101 |
Underlying ISIN | DE0007236101 |
Strike | 186.00 |
C/P type | call |
Subscription ratio | 20.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 20 |
Value day | 12.06.2023 |
Premium | 3.33% |
Premium p.a. | 27.60% |
Leverage | 25.13 |
Implied volatility | 24.66% |
Moneyness | in-the-money |
Leverage | 14.2863 |
Delta | 0.5685 |
Gamma | 0.0012 |
Theta | -0.0040 |
Rho | 0.0058 |
Vega | 0.0125 |
Fair value | 0.31 |
Intrinsic value | n.a. |
Break-even | 193.45 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Lonza Group | 519.20 |
SONOVA HLDG N | 291.70 |
ROCHE GS | 227.30 |
Sika AG | 280.90 |
Partners Group Ho... | 1'262.50 |
Name | Price |
---|---|
Compagnie Financi... | 135.45 |
Givaudan | 4'043.00 |
Holcim | 78.14 |
NOVARTIS N | 93.35 |
Nestlé SA | 94.52 |