Last price paid | 0.33 | |
Change | +6.45% [ +0.02 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 16.05.2024 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 | -18.29% |
Year to date (YTD) | +83.33% |
1 month | +120.00% |
3 months | 0.00% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.41 |
Underlying price on issue | 202.40 |
Premium | 0.02% |
Premium p.a. | 0.19% |
Leverage | 20.22 |
Implied volatility | 0.17 |
ISIN | CH1268375503 |
Symbol | SCH11Z |
Security | 126837550 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Schindler Hldg PS I, CH0024638196 |
Underlying ISIN | CH0024638196 |
Strike | 238.96 |
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 | 2.20% |
Premium p.a. | 18.64% |
Leverage | 36.03 |
Implied volatility | 17.47% |
Moneyness | in-the-money |
Leverage | 20.2225 |
Delta | 0.5613 |
Gamma | 0.0014 |
Theta | -0.0036 |
Rho | 0.0076 |
Vega | 0.0163 |
Fair value | 0.27 |
Intrinsic value | n.a. |
Break-even | 246.70 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Swiss Re | 107.65 |
ZURICH INSURANCE | 469.10 |
ROCHE GS | 234.80 |
LOGITECH INT. | 81.60 |
Swiss Life Hldg | 662.60 |
Name | Price |
---|---|
Holcim | 78.44 |
ABB Ltd | 47.65 |
UBS | 27.42 |
Lonza Group | 527.40 |
NOVARTIS N | 92.62 |