Last price paid | n.a. | |
Change | -10.26% [ -0.12 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | n.a. n.a. |
Fixing | 19.04.2024 |
Settlement date | 11.12.2023 |
Last trading | 19.04.2024 |
Final fixing | 19.04.2024 |
Currency redemption | CHF |
Perf. since issue | +287.04% |
Year to date (YTD) | +208.82% |
1 month | -30.46% |
3 months | +556.25% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.27 |
Underlying price on issue | 4'411.00 |
Premium | 0.00% |
Premium p.a. | 0.06% |
Leverage | 21.02 |
Implied volatility | 0.22 |
ISIN | CH1281047162 |
Symbol | SX5Q8Z |
Security | 128104716 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 26.04.2024 |
Underlying | EURO STOXX 50 Price EUR, EU0009658145 |
Underlying ISIN | EU0009658145 |
Strike | 4'700.00 |
C/P type | call |
Subscription ratio | 200.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | European |
Delivery of securities | Automatic |
Minimum execution | 200 |
Value day | 04.12.2023 |
Premium | 0.12% |
Premium p.a. | 6.25% |
Leverage | 22.74 |
Implied volatility | 22.25% |
Moneyness | in-the-money |
Leverage | 21.0234 |
Delta | 0.9247 |
Gamma | 0.0000 |
Theta | -0.0113 |
Rho | 0.0042 |
Vega | 0.0046 |
Fair value | 0.03 |
Intrinsic value | n.a. |
Break-even | 4'915.96 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Alcon AG | 80.12 |
SONOVA HLDG N | 282.30 |
LOGITECH INT. | 80.82 |
Compagnie Financi... | 136.60 |
Partners Group Ho... | 1'247.00 |
Name | Price |
---|---|
Lonza Group | 507.60 |
ROCHE GS | 224.00 |
Swiss Re | 103.20 |
Givaudan | 4'073.00 |
SWISSCOM N | 502.50 |