Last price paid | 0.32 | |
Change | +10.34% [ +0.03 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 14.05.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 27.09.2023 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | +47.73% |
Year to date (YTD) | +146.15% |
1 month | +100.00% |
3 months | +14.29% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.22 |
Underlying price on issue | 573.00 |
Premium | 0.00% |
Premium p.a. | 0.02% |
Leverage | 15.88 |
Implied volatility | 0.27 |
ISIN | CH1268391765 |
Symbol | SLHKAZ |
Security | 126839176 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Swiss Life Hldg N, CH0014852781 |
Underlying ISIN | CH0014852781 |
Strike | 620.00 |
C/P type | call |
Subscription ratio | 100.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 100 |
Value day | 20.09.2023 |
Premium | 0.20% |
Premium p.a. | 1.62% |
Leverage | 20.04 |
Implied volatility | 27.46% |
Moneyness | in-the-money |
Leverage | 15.8811 |
Delta | 0.7926 |
Gamma | 0.0002 |
Theta | -0.0004 |
Rho | 0.0011 |
Vega | 0.0046 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 652.50 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Alcon AG | 79.94 |
SONOVA HLDG N | 285.80 |
LOGITECH INT. | 80.50 |
Compagnie Financi... | 136.40 |
Partners Group Ho... | 1'251.50 |
Name | Price |
---|---|
Lonza Group | 507.40 |
ROCHE GS | 224.60 |
Swiss Re | 103.40 |
Givaudan | 4'066.00 |
SWISSCOM N | 502.00 |