Last price paid | 0.03 | |
Change | +100.00% [ +0.02 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | 50'000.00 Unit | |
Date/time | 16.05.2024 17:15 |
Fixing | 21.06.2024 |
Settlement date | 03.10.2023 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | -88.89% |
Year to date (YTD) | -81.25% |
1 month | n.a. |
3 months | -40.00% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.27 |
Underlying price on issue | 248.20 |
Premium | 0.06% |
Premium p.a. | 0.53% |
Leverage | 31.61 |
Implied volatility | 0.17 |
ISIN | CH1268393639 |
Symbol | ROG2XZ |
Security | 126839363 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Roche Hldg G, CH0012032048 |
Underlying ISIN | CH0012032048 |
Strike | 250.00 |
C/P type | call |
Subscription ratio | 50.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 50 |
Value day | 26.09.2023 |
Premium | 6.07% |
Premium p.a. | 52.78% |
Leverage | 158.07 |
Implied volatility | 17.29% |
Moneyness | out-of-the-money |
Leverage | 31.6062 |
Delta | 0.2000 |
Gamma | 0.0004 |
Theta | -0.0010 |
Rho | 0.0011 |
Vega | 0.0045 |
Fair value | 0.03 |
Intrinsic value | n.a. |
Break-even | 251.50 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Compagnie Financi... | 144.75 |
Swiss Re | 110.10 |
Givaudan | 4'180.00 |
Nestlé SA | 96.62 |
LOGITECH INT. | 82.40 |
Name | Price |
---|---|
SONOVA HLDG N | 291.20 |
Partners Group Ho... | 1'258.00 |
KUEHNE & NAGEL | 247.80 |
Alcon AG | 80.08 |
GEBERIT N | 561.40 |