Last price paid | 0.26 | |
Change | +13.04% [ +0.03 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 14.05.2024 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 | -17.19% |
Year to date (YTD) | -7.14% |
1 month | +100.00% |
3 months | +85.71% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.32 |
Underlying price on issue | 52.60 |
Premium | 0.06% |
Premium p.a. | 0.16% |
Leverage | 10.64 |
Implied volatility | 0.21 |
ISIN | CH1268392714 |
Symbol | VON1LZ |
Security | 126839271 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.09.2024 |
Underlying | Vontobel Holding N, CH0012335540 |
Underlying ISIN | CH0012335540 |
Strike | 56.00 |
C/P type | call |
Subscription ratio | 10.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 10 |
Value day | 21.09.2023 |
Premium | 5.87% |
Premium p.a. | 15.74% |
Leverage | 20.91 |
Implied volatility | 20.62% |
Moneyness | out-of-the-money |
Leverage | 10.6443 |
Delta | 0.5092 |
Gamma | 0.0057 |
Theta | -0.0011 |
Rho | 0.0095 |
Vega | 0.0135 |
Fair value | 0.27 |
Intrinsic value | n.a. |
Break-even | 58.65 |
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 |