Last price paid | 2.11 | |
Change | +2.93% [ +0.06 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 15.05.2024 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 | +154.82% |
Year to date (YTD) | +124.47% |
1 month | +52.90% |
3 months | +37.01% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.83 |
Underlying price on issue | 194.53 |
Premium | 0.01% |
Premium p.a. | 0.07% |
Leverage | 5.17 |
Implied volatility | 0.42 |
ISIN | CH1268385221 |
Symbol | SCH31Z |
Security | 126838522 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Schindler Hldg PS I, CH0024638196 |
Underlying ISIN | CH0024638196 |
Strike | 199.14 |
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 | 23.08.2023 |
Premium | 0.79% |
Premium p.a. | 6.56% |
Leverage | 5.68 |
Implied volatility | 42.14% |
Moneyness | in-the-money |
Leverage | 5.1723 |
Delta | 0.9101 |
Gamma | 0.0002 |
Theta | -0.0036 |
Rho | 0.0106 |
Vega | 0.0068 |
Fair value | 0.09 |
Intrinsic value | n.a. |
Break-even | 242.30 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
ROCHE GS | 236.60 |
Swiss Re | 106.60 |
ZURICH INSURANCE | 462.80 |
Partners Group Ho... | 1'285.50 |
Alcon AG | 81.04 |
Name | Price |
---|---|
KUEHNE & NAGEL | 246.40 |
LOGITECH INT. | 80.08 |
SONOVA HLDG N | 296.00 |
SWISSCOM N | 501.00 |
NOVARTIS N | 92.95 |