Last price paid | 1.42 | |
Change | +13.60% [ +0.17 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 10.05.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 28.06.2023 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | +911.54% |
Year to date (YTD) | +1675.00% |
1 month | +36.54% |
3 months | +545.45% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.13 |
Underlying price on issue | 21.84 |
Premium | 0.00% |
Premium p.a. | 0.03% |
Leverage | 4.92 |
Implied volatility | 0.54 |
ISIN | CH1268374589 |
Symbol | ACL8WZ |
Security | 126837458 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Accelleron Ind N, CH1169360919 |
Underlying ISIN | CH1169360919 |
Strike | 30.00 |
C/P type | call |
Subscription ratio | 5.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 5 |
Value day | 21.06.2023 |
Premium | 0.37% |
Premium p.a. | 2.94% |
Leverage | 5.54 |
Implied volatility | 54.31% |
Moneyness | in-the-money |
Leverage | 4.9247 |
Delta | 0.8886 |
Gamma | 0.0096 |
Theta | -0.0015 |
Rho | 0.0023 |
Vega | 0.0042 |
Fair value | 0.03 |
Intrinsic value | n.a. |
Break-even | 36.58 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
SWISSCOM N | 506.50 |
Givaudan | 4'096.00 |
UBS | 27.16 |
Alcon AG | 74.14 |
ROCHE GS | 226.50 |
Name | Price |
---|---|
Partners Group Ho... | 1'241.00 |
Lonza Group | 518.40 |
Swiss Re | 105.45 |
Compagnie Financi... | 135.00 |
LOGITECH INT. | 76.80 |