Last price paid | 0.11 | |
Change | +10.00% [ +0.01 ] | |
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 | -44.74% |
Year to date (YTD) | -26.67% |
1 month | +57.14% |
3 months | +37.50% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.19 |
Underlying price on issue | 52.60 |
Premium | 0.10% |
Premium p.a. | 0.28% |
Leverage | 14.65 |
Implied volatility | 0.19 |
ISIN | CH1268392706 |
Symbol | VONRVZ |
Security | 126839270 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.09.2024 |
Underlying | Vontobel Holding N, CH0012335540 |
Underlying ISIN | CH0012335540 |
Strike | 60.00 |
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 | 10.40% |
Premium p.a. | 28.32% |
Leverage | 52.67 |
Implied volatility | 19.35% |
Moneyness | out-of-the-money |
Leverage | 14.6513 |
Delta | 0.2782 |
Gamma | 0.0052 |
Theta | -0.0009 |
Rho | 0.0053 |
Vega | 0.0112 |
Fair value | 0.11 |
Intrinsic value | n.a. |
Break-even | 61.05 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
ROCHE GS | 235.80 |
Swiss Re | 106.85 |
ZURICH INSURANCE | 463.90 |
Swiss Life Hldg | 661.80 |
LOGITECH INT. | 81.40 |
Name | Price |
---|---|
UBS | 27.37 |
ABB Ltd | 47.82 |
NOVARTIS N | 92.73 |
SWISSCOM N | 501.50 |
Sika AG | 282.50 |