Last price paid | 0.43 | |
Change | -23.21% [ -0.13 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 16.05.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 28.09.2023 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | +3.66% |
Year to date (YTD) | +186.67% |
1 month | +681.82% |
3 months | +1128.57% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.41 |
Underlying price on issue | 1'485.50 |
Premium | 0.02% |
Premium p.a. | 0.16% |
Leverage | 12.74 |
Implied volatility | 0.24 |
ISIN | CH1268392763 |
Symbol | BAR4TZ |
Security | 126839276 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Barry Callebaut N, CH0009002962 |
Underlying ISIN | CH0009002962 |
Strike | 1'520.00 |
C/P type | call |
Subscription ratio | 200.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 200 |
Value day | 21.09.2023 |
Premium | 1.90% |
Premium p.a. | 16.17% |
Leverage | 18.53 |
Implied volatility | 24.17% |
Moneyness | in-the-money |
Leverage | 12.7405 |
Delta | 0.6876 |
Gamma | 0.0000 |
Theta | -0.0029 |
Rho | 0.0059 |
Vega | 0.0096 |
Fair value | 0.15 |
Intrinsic value | n.a. |
Break-even | 1'605.00 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Swiss Re | 107.65 |
ZURICH INSURANCE | 469.10 |
ROCHE GS | 234.80 |
LOGITECH INT. | 81.60 |
Swiss Life Hldg | 662.60 |
Name | Price |
---|---|
Holcim | 78.44 |
ABB Ltd | 47.65 |
UBS | 27.42 |
Lonza Group | 527.40 |
NOVARTIS N | 92.62 |