Last price paid | 2.60 | |
Change | +2.36% [ +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 | 28.09.2023 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | +245.51% |
Year to date (YTD) | +101.55% |
1 month | +41.30% |
3 months | +30.65% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.78 |
Underlying price on issue | 187.88 |
Premium | 0.01% |
Premium p.a. | 0.06% |
Leverage | 4.18 |
Implied volatility | 0.51 |
ISIN | CH1268392813 |
Symbol | SCH3MZ |
Security | 126839281 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Schindler Hldg PS I, CH0024638196 |
Underlying ISIN | CH0024638196 |
Strike | 189.18 |
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 | 0.70% |
Premium p.a. | 5.96% |
Leverage | 4.49 |
Implied volatility | 50.96% |
Moneyness | in-the-money |
Leverage | 4.1838 |
Delta | 0.9311 |
Gamma | 0.0002 |
Theta | -0.0036 |
Rho | 0.0101 |
Vega | 0.0055 |
Fair value | 0.09 |
Intrinsic value | n.a. |
Break-even | 243.90 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
ROCHE GS | 235.50 |
Swiss Re | 107.25 |
ZURICH INSURANCE | 462.10 |
Swiss Life Hldg | 659.80 |
Alcon AG | 81.28 |
Name | Price |
---|---|
UBS | 27.39 |
Compagnie Financi... | 135.35 |
ABB Ltd | 47.78 |
Lonza Group | 529.80 |
NOVARTIS N | 92.91 |