Last price paid | 0.25 | |
Change | +31.58% [ +0.06 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 23.05.2024 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 | -45.24% |
Year to date (YTD) | +212.50% |
1 month | n.a. |
3 months | +108.33% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.42 |
Underlying price on issue | 46.60 |
Premium | 0.01% |
Premium p.a. | 0.14% |
Leverage | 27.49 |
Implied volatility | 0.13 |
ISIN | CH1268369761 |
Symbol | UNA5XZ |
Security | 126836976 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Unilever Rg, GB00B10RZP78 |
Underlying ISIN | GB00B10RZP78 |
Strike | 50.00 |
C/P type | call |
Subscription ratio | 5.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 5 |
Value day | 12.06.2023 |
Premium | 1.39% |
Premium p.a. | 14.48% |
Leverage | 43.48 |
Implied volatility | 12.88% |
Moneyness | in-the-money |
Leverage | 27.4906 |
Delta | 0.6323 |
Gamma | 0.0376 |
Theta | -0.0028 |
Rho | 0.0059 |
Vega | 0.0116 |
Fair value | 0.14 |
Intrinsic value | n.a. |
Break-even | 51.16 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Compagnie Financi... | 143.30 |
Lonza Group | 515.40 |
Partners Group Ho... | 1'227.50 |
KUEHNE & NAGEL | 244.80 |
Givaudan | 4'245.00 |
Name | Price |
---|---|
NOVARTIS N | 91.35 |
LOGITECH INT. | 86.92 |
Sika AG | 281.00 |
Alcon AG | 81.94 |
ZURICH INSURANCE | 468.60 |