Last price paid | 0.11 | |
Change | +22.22% [ +0.02 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 14.05.2024 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 | -59.68% |
Year to date (YTD) | 0.00% |
1 month | +37.50% |
3 months | -26.67% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.31 |
Underlying price on issue | 202.40 |
Premium | 0.05% |
Premium p.a. | 0.38% |
Leverage | 28.60 |
Implied volatility | 0.17 |
ISIN | CH1268375537 |
Symbol | SCHIRZ |
Security | 126837553 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Schindler Hldg PS I, CH0024638196 |
Underlying ISIN | CH0024638196 |
Strike | 248.92 |
C/P type | call |
Subscription ratio | 19.91 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 19.91357 |
Value day | 21.06.2023 |
Premium | 4.51% |
Premium p.a. | 38.30% |
Leverage | 96.64 |
Implied volatility | 16.68% |
Moneyness | out-of-the-money |
Leverage | 28.5960 |
Delta | 0.2959 |
Gamma | 0.0012 |
Theta | -0.0029 |
Rho | 0.0041 |
Vega | 0.0143 |
Fair value | 0.13 |
Intrinsic value | n.a. |
Break-even | 252.50 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
ROCHE GS | 236.30 |
Swiss Re | 107.35 |
ZURICH INSURANCE | 462.30 |
Swiss Life Hldg | 659.40 |
Partners Group Ho... | 1'286.00 |
Name | Price |
---|---|
ABB Ltd | 47.63 |
UBS | 27.47 |
Lonza Group | 528.80 |
Holcim | 78.88 |
Compagnie Financi... | 135.70 |