Last price paid | 0.22 | |
Change | -26.67% [ -0.08 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 16.05.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 30.08.2023 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | -52.22% |
Year to date (YTD) | +144.44% |
1 month | +1000.00% |
3 months | +528.57% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.45 |
Underlying price on issue | 1'547.00 |
Premium | 0.04% |
Premium p.a. | 0.34% |
Leverage | 17.19 |
Implied volatility | 0.23 |
ISIN | CH1268384927 |
Symbol | BARSRZ |
Security | 126838492 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Barry Callebaut N, CH0009002962 |
Underlying ISIN | CH0009002962 |
Strike | 1'600.00 |
C/P type | call |
Subscription ratio | 200.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 200 |
Value day | 23.08.2023 |
Premium | 3.86% |
Premium p.a. | 33.51% |
Leverage | 36.79 |
Implied volatility | 23.39% |
Moneyness | out-of-the-money |
Leverage | 17.1918 |
Delta | 0.4673 |
Gamma | 0.0000 |
Theta | -0.0031 |
Rho | 0.0040 |
Vega | 0.0107 |
Fair value | 0.22 |
Intrinsic value | n.a. |
Break-even | 1'643.00 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
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