Last price paid | 0.035 | |
Change | -12.50% [ 0.00 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 14.05.2024 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 | -40.00% |
Year to date (YTD) | -65.00% |
1 month | -65.00% |
3 months | -75.00% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.05 |
Underlying price on issue | 95.11 |
Premium | 0.06% |
Premium p.a. | 0.53% |
Leverage | 8.52 |
Implied volatility | 0.44 |
ISIN | CH1281031935 |
Symbol | RDCO0Z |
Security | 128103193 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Redcare Pharmacy N, NL0012044747 |
Underlying ISIN | NL0012044747 |
Strike | 120.00 |
C/P type | call |
Subscription ratio | 250.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 250 |
Value day | 26.09.2023 |
Premium | 6.37% |
Premium p.a. | 52.81% |
Leverage | 15.71 |
Implied volatility | 44.42% |
Moneyness | at-the-money |
Leverage | 8.5230 |
Delta | 0.5426 |
Gamma | 0.0001 |
Theta | -0.0004 |
Rho | 0.0003 |
Vega | 0.0006 |
Fair value | 0.03 |
Intrinsic value | n.a. |
Break-even | 127.64 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Lonza Group | 532.20 |
SONOVA HLDG N | 297.50 |
Partners Group Ho... | 1'279.00 |
GEBERIT N | 566.20 |
Sika AG | 283.40 |
Name | Price |
---|---|
NOVARTIS N | 93.30 |
Compagnie Financi... | 136.55 |
LOGITECH INT. | 80.60 |
ZURICH INSURANCE | 453.30 |
Swiss Re | 103.70 |