Last price paid | 0.49 | |
Change | +32.43% [ +0.12 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 15.05.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 27.06.2023 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | +115.22% |
Year to date (YTD) | +40.00% |
1 month | n.a. |
3 months | +16.67% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.23 |
Underlying price on issue | 235.30 |
Premium | 0.00% |
Premium p.a. | 0.03% |
Leverage | 5.38 |
Implied volatility | 0.48 |
ISIN | CH1268373854 |
Symbol | SOO4QZ |
Security | 126837385 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Sonova Hldg N, CH0012549785 |
Underlying ISIN | CH0012549785 |
Strike | 250.00 |
C/P type | call |
Subscription ratio | 100.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 100 |
Value day | 20.06.2023 |
Premium | 0.37% |
Premium p.a. | 3.13% |
Leverage | 6.03 |
Implied volatility | 47.56% |
Moneyness | in-the-money |
Leverage | 5.3796 |
Delta | 0.8924 |
Gamma | 0.0001 |
Theta | -0.0006 |
Rho | 0.0011 |
Vega | 0.0017 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 299.50 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Swiss Re | 107.45 |
ROCHE GS | 235.40 |
ZURICH INSURANCE | 465.00 |
LOGITECH INT. | 81.84 |
Swiss Life Hldg | 661.00 |
Name | Price |
---|---|
ABB Ltd | 47.67 |
Lonza Group | 526.40 |
UBS | 27.41 |
NOVARTIS N | 92.68 |
Holcim | 78.98 |