Last price paid | 0.99 | |
Change | -13.16% [ -0.15 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 16.05.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 26.10.2023 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | +135.37% |
Year to date (YTD) | +147.50% |
1 month | +350.00% |
3 months | +560.00% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.41 |
Underlying price on issue | 1'371.00 |
Premium | 0.01% |
Premium p.a. | 0.08% |
Leverage | 7.09 |
Implied volatility | 0.34 |
ISIN | CH1281034970 |
Symbol | BARNPZ |
Security | 128103497 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Barry Callebaut N, CH0009002962 |
Underlying ISIN | CH0009002962 |
Strike | 1'400.00 |
C/P type | call |
Subscription ratio | 200.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 200 |
Value day | 19.10.2023 |
Premium | 0.95% |
Premium p.a. | 8.26% |
Leverage | 8.18 |
Implied volatility | 33.82% |
Moneyness | in-the-money |
Leverage | 7.0908 |
Delta | 0.8672 |
Gamma | 0.0000 |
Theta | -0.0025 |
Rho | 0.0068 |
Vega | 0.0057 |
Fair value | 0.08 |
Intrinsic value | n.a. |
Break-even | 1'593.00 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Compagnie Financi... | 145.40 |
Swiss Re | 109.95 |
Givaudan | 4'160.00 |
LOGITECH INT. | 82.46 |
Nestlé SA | 96.38 |
Name | Price |
---|---|
SONOVA HLDG N | 291.80 |
Alcon AG | 79.86 |
Partners Group Ho... | 1'261.00 |
GEBERIT N | 560.20 |
KUEHNE & NAGEL | 248.40 |