Last price paid | 0.22 | |
Change | -24.14% [ -0.07 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 22.05.2024 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 | -38.57% |
Year to date (YTD) | +22.22% |
1 month | -53.19% |
3 months | +100.00% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.35 |
Underlying price on issue | 30.30 |
Premium | 0.01% |
Premium p.a. | 0.15% |
Leverage | 20.39 |
Implied volatility | 0.16 |
ISIN | CH1281031885 |
Symbol | SHEI6Z |
Security | 128103188 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Shell N, GB00BP6MXD84 |
Underlying ISIN | GB00BP6MXD84 |
Strike | 32.00 |
C/P type | call |
Subscription ratio | 5.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 5 |
Value day | 26.09.2023 |
Premium | 1.47% |
Premium p.a. | 14.54% |
Leverage | 30.04 |
Implied volatility | 16.06% |
Moneyness | in-the-money |
Leverage | 20.3928 |
Delta | 0.6789 |
Gamma | 0.0432 |
Theta | -0.0020 |
Rho | 0.0042 |
Vega | 0.0073 |
Fair value | 0.10 |
Intrinsic value | n.a. |
Break-even | 33.09 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
SONOVA HLDG N | 291.50 |
LOGITECH INT. | 86.32 |
Alcon AG | 82.44 |
Holcim | 79.02 |
GEBERIT N | 561.40 |
Name | Price |
---|---|
Compagnie Financi... | 140.60 |
Swiss Life Hldg | 616.40 |
ROCHE GS | 231.90 |
NOVARTIS N | 93.16 |
ABB Ltd | 48.11 |