Last price paid | 1.32 | |
Change | +3.13% [ +0.04 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 15.05.2024 17:20 |
Fixing | 20.09.2024 |
Settlement date | 28.09.2023 |
Last trading | 20.09.2024 |
Final fixing | 20.09.2024 |
Currency redemption | CHF |
Perf. since issue | +272.37% |
Year to date (YTD) | +131.58% |
1 month | +57.14% |
3 months | +34.69% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.38 |
Underlying price on issue | 187.88 |
Premium | 0.02% |
Premium p.a. | 0.07% |
Leverage | 6.71 |
Implied volatility | 0.24 |
ISIN | CH1268392375 |
Symbol | SCH15Z |
Security | 126839237 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.09.2024 |
Underlying | Schindler Hldg PS I, CH0024638196 |
Underlying ISIN | CH0024638196 |
Strike | 219.05 |
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 | 21.09.2023 |
Premium | 2.43% |
Premium p.a. | 6.63% |
Leverage | 8.57 |
Implied volatility | 23.83% |
Moneyness | in-the-money |
Leverage | 6.7058 |
Delta | 0.7829 |
Gamma | 0.0004 |
Theta | -0.0023 |
Rho | 0.0297 |
Vega | 0.0216 |
Fair value | 0.30 |
Intrinsic value | n.a. |
Break-even | 248.30 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Swiss Re | 107.50 |
ROCHE GS | 235.30 |
ZURICH INSURANCE | 465.60 |
Swiss Life Hldg | 660.20 |
Partners Group Ho... | 1'288.00 |
Name | Price |
---|---|
ABB Ltd | 47.84 |
UBS | 27.52 |
NOVARTIS N | 92.86 |
Lonza Group | 529.80 |
SWISSCOM N | 502.00 |