Last price paid | 0.015 | |
Change | -25.00% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 13.05.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 16.08.2023 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | -83.33% |
Year to date (YTD) | -75.00% |
1 month | -62.50% |
3 months | -78.57% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.06 |
Underlying price on issue | 114.65 |
Premium | 0.28% |
Premium p.a. | 2.35% |
Leverage | 8.82 |
Implied volatility | 0.66 |
ISIN | CH1268382194 |
Symbol | RDCIDZ |
Security | 126838219 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Redcare Pharmacy N, NL0012044747 |
Underlying ISIN | NL0012044747 |
Strike | 150.00 |
C/P type | call |
Subscription ratio | 250.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 250 |
Value day | 09.08.2023 |
Premium | 28.30% |
Premium p.a. | 234.78% |
Leverage | 46.61 |
Implied volatility | 65.89% |
Moneyness | out-of-the-money |
Leverage | 8.8183 |
Delta | 0.1892 |
Gamma | 0.0000 |
Theta | -0.0003 |
Rho | 0.0001 |
Vega | 0.0004 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 152.55 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Lonza Group | 530.60 |
SONOVA HLDG N | 295.40 |
Sika AG | 282.90 |
Partners Group Ho... | 1'270.00 |
Alcon AG | 81.12 |
Name | Price |
---|---|
NOVARTIS N | 93.24 |
Compagnie Financi... | 136.15 |
ZURICH INSURANCE | 453.40 |
Nestlé SA | 94.92 |
LOGITECH INT. | 80.74 |