Last price paid | 0.03 | |
Change | +50.00% [ +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 | 21.06.2023 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | -94.92% |
Year to date (YTD) | -25.00% |
1 month | n.a. |
3 months | +100.00% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.59 |
Underlying price on issue | 57.54 |
Premium | 0.13% |
Premium p.a. | 1.00% |
Leverage | 22.43 |
Implied volatility | 0.26 |
ISIN | CH1268371544 |
Symbol | BAE5IZ |
Security | 126837154 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Julius Baer Grp N, CH0102484968 |
Underlying ISIN | CH0102484968 |
Strike | 60.00 |
C/P type | call |
Subscription ratio | 10.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 10 |
Value day | 14.06.2023 |
Premium | 12.63% |
Premium p.a. | 100.19% |
Leverage | 178.47 |
Implied volatility | 26.40% |
Moneyness | out-of-the-money |
Leverage | 22.4261 |
Delta | 0.1257 |
Gamma | 0.0041 |
Theta | -0.0011 |
Rho | 0.0008 |
Vega | 0.0039 |
Fair value | 0.03 |
Intrinsic value | n.a. |
Break-even | 60.30 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Alcon AG | 80.94 |
SONOVA HLDG N | 282.00 |
LOGITECH INT. | 78.38 |
Compagnie Financi... | 134.85 |
Nestlé SA | 94.94 |
Name | Price |
---|---|
Lonza Group | 503.00 |
ROCHE GS | 221.90 |
Swiss Life Hldg | 640.60 |
Holcim | 77.24 |
Givaudan | 4'063.00 |