Last price paid | 0.28 | |
Change | -3.45% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | 12'000.00 Unit | |
Date/time | 17.05.2024 17:15 |
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 | +243.75% |
Year to date (YTD) | +330.77% |
1 month | +3.70% |
3 months | +330.77% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.08 |
Underlying price on issue | 33.43 |
Premium | 0.00% |
Premium p.a. | 0.03% |
Leverage | 7.50 |
Implied volatility | 0.46 |
ISIN | CH1268369779 |
Symbol | RNOLGZ |
Security | 126836977 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Renault, FR0000131906 |
Underlying ISIN | FR0000131906 |
Strike | 44.00 |
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 | 0.33% |
Premium p.a. | 3.15% |
Leverage | 8.88 |
Implied volatility | 46.26% |
Moneyness | in-the-money |
Leverage | 7.5022 |
Delta | 0.8447 |
Gamma | 0.0037 |
Theta | -0.0004 |
Rho | 0.0005 |
Vega | 0.0015 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 49.56 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
ABB Ltd | 47.97 |
LOGITECH INT. | 83.36 |
Partners Group Ho... | 1'268.00 |
Alcon AG | 80.70 |
Sika AG | 283.10 |
Name | Price |
---|---|
SONOVA HLDG N | 280.90 |
Nestlé SA | 95.74 |
UBS | 27.38 |
SWISSCOM N | 500.50 |
Swiss Re | 109.60 |