Last price paid | 0.86 | |
Change | +6.17% [ +0.05 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 14.05.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 08.12.2023 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | +147.14% |
Year to date (YTD) | +91.11% |
1 month | +65.38% |
3 months | +177.42% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.35 |
Underlying price on issue | 44.24 |
Premium | 0.01% |
Premium p.a. | 0.06% |
Leverage | 5.71 |
Implied volatility | 0.37 |
ISIN | CH1281045851 |
Symbol | BAE4OZ |
Security | 128104585 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Julius Baer Grp N, CH0102484968 |
Underlying ISIN | CH0102484968 |
Strike | 46.00 |
C/P type | call |
Subscription ratio | 10.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 10 |
Value day | 01.12.2023 |
Premium | 0.72% |
Premium p.a. | 5.83% |
Leverage | 6.27 |
Implied volatility | 37.14% |
Moneyness | in-the-money |
Leverage | 5.7114 |
Delta | 0.9105 |
Gamma | 0.0023 |
Theta | -0.0014 |
Rho | 0.0050 |
Vega | 0.0031 |
Fair value | 0.04 |
Intrinsic value | n.a. |
Break-even | 54.65 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Alcon AG | 79.94 |
SONOVA HLDG N | 285.80 |
LOGITECH INT. | 80.50 |
Compagnie Financi... | 136.40 |
Partners Group Ho... | 1'251.50 |
Name | Price |
---|---|
Lonza Group | 507.40 |
ROCHE GS | 224.60 |
Swiss Re | 103.40 |
Givaudan | 4'066.00 |
SWISSCOM N | 502.00 |