Last price paid | 0.015 | |
Change | -25.00% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 26.02.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 29.08.2023 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | -91.67% |
Year to date (YTD) | -90.63% |
1 month | -57.14% |
3 months | -87.50% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.18 |
Underlying price on issue | 38.63 |
Premium | 0.17% |
Premium p.a. | 1.35% |
Leverage | 16.16 |
Implied volatility | 0.36 |
ISIN | CH1268384620 |
Symbol | RWEH4Z |
Security | 126838462 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | RWE I, DE0007037129 |
Underlying ISIN | DE0007037129 |
Strike | 40.00 |
C/P type | call |
Subscription ratio | 20.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 20 |
Value day | 22.08.2023 |
Premium | 16.97% |
Premium p.a. | 134.62% |
Leverage | 112.47 |
Implied volatility | 36.00% |
Moneyness | out-of-the-money |
Leverage | 16.1622 |
Delta | 0.1437 |
Gamma | 0.0026 |
Theta | -0.0006 |
Rho | 0.0003 |
Vega | 0.0014 |
Fair value | 0.02 |
Intrinsic value | n.a. |
Break-even | 40.31 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
LOGITECH INT. | 78.16 |
ABB Ltd | 47.81 |
Givaudan | 4'104.00 |
ROCHE GS | 227.80 |
Alcon AG | 74.34 |
Name | Price |
---|---|
Holcim | 78.26 |
Lonza Group | 516.40 |
Partners Group Ho... | 1'238.50 |
Swiss Re | 104.85 |
SONOVA HLDG N | 267.70 |