Last price paid | 0.03 | |
Change | +50.00% [ +0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 14.05.2024 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 | -65.00% |
Year to date (YTD) | -70.00% |
1 month | n.a. |
3 months | -70.00% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.10 |
Underlying price on issue | 235.30 |
Premium | 0.06% |
Premium p.a. | 0.50% |
Leverage | 20.51 |
Implied volatility | 0.24 |
ISIN | CH1268373698 |
Symbol | SOOH7Z |
Security | 126837369 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Sonova Hldg N, CH0012549785 |
Underlying ISIN | CH0012549785 |
Strike | 300.00 |
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 | 6.19% |
Premium p.a. | 50.23% |
Leverage | 81.66 |
Implied volatility | 24.41% |
Moneyness | out-of-the-money |
Leverage | 20.5147 |
Delta | 0.2512 |
Gamma | 0.0001 |
Theta | -0.0007 |
Rho | 0.0007 |
Vega | 0.0032 |
Fair value | 0.04 |
Intrinsic value | n.a. |
Break-even | 303.50 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Alcon AG | 79.94 |
SONOVA HLDG N | 285.80 |
LOGITECH INT. | 80.50 |
Compagnie Financi... | 136.40 |
Partners Group Ho... | 1'251.50 |
Name | Price |
---|---|
Lonza Group | 507.40 |
ROCHE GS | 224.60 |
Swiss Re | 103.40 |
Givaudan | 4'066.00 |
SWISSCOM N | 502.00 |