Last price paid | 0.085 | |
Change | +21.43% [ +0.02 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 07.05.2024 17:20 |
Fixing | 20.09.2024 |
Settlement date | 26.09.2023 |
Last trading | 20.09.2024 |
Final fixing | 20.09.2024 |
Currency redemption | CHF |
Perf. since issue | -87.31% |
Year to date (YTD) | -66.00% |
1 month | +41.67% |
3 months | +6.25% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.67 |
Underlying price on issue | 164.25 |
Premium | 0.21% |
Premium p.a. | 0.54% |
Leverage | 13.06 |
Implied volatility | 0.25 |
ISIN | CH1268389744 |
Symbol | BKW31Z |
Security | 126838974 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.09.2024 |
Underlying | BKW N, CH0130293662 |
Underlying ISIN | CH0130293662 |
Strike | 170.00 |
C/P type | call |
Subscription ratio | 20.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 20 |
Value day | 19.09.2023 |
Premium | 20.58% |
Premium p.a. | 53.64% |
Leverage | 83.76 |
Implied volatility | 25.35% |
Moneyness | out-of-the-money |
Leverage | 13.0624 |
Delta | 0.1559 |
Gamma | 0.0005 |
Theta | -0.0010 |
Rho | 0.0039 |
Vega | 0.0105 |
Fair value | 0.09 |
Intrinsic value | n.a. |
Break-even | 171.70 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
KUEHNE & NAGEL | 248.90 |
Swiss Re | 106.05 |
UBS | 26.95 |
Holcim | 81.60 |
NOVARTIS N | 92.32 |
Name | Price |
---|---|
Givaudan | 4'053.00 |
Lonza Group | 526.20 |
GEBERIT N | 550.60 |
ZURICH INSURANCE | 457.40 |
LOGITECH INT. | 77.02 |