Last price paid | 0.23 | |
Change | -4.17% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 17.05.2024 17:20 |
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 | +50.00% |
Year to date (YTD) | -14.81% |
1 month | -20.69% |
3 months | +35.29% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.15 |
Underlying price on issue | 42.30 |
Premium | 0.01% |
Premium p.a. | 0.12% |
Leverage | 8.81 |
Implied volatility | 0.29 |
ISIN | CH1268393860 |
Symbol | BASX0Z |
Security | 126839386 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | BASF N, DE000BASF111 |
Underlying ISIN | DE000BASF111 |
Strike | 45.00 |
C/P type | call |
Subscription ratio | 20.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 20 |
Value day | 26.09.2023 |
Premium | 1.40% |
Premium p.a. | 12.19% |
Leverage | 10.72 |
Implied volatility | 29.28% |
Moneyness | in-the-money |
Leverage | 8.8120 |
Delta | 0.8222 |
Gamma | 0.0027 |
Theta | -0.0009 |
Rho | 0.0020 |
Vega | 0.0021 |
Fair value | 0.03 |
Intrinsic value | n.a. |
Break-even | 49.56 |
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 |
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Name | Price |
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