Last price paid | 0.51 | |
Change | +2.00% [ +0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 15.05.2024 17:20 |
Fixing | 20.09.2024 |
Settlement date | 15.12.2023 |
Last trading | 20.09.2024 |
Final fixing | 20.09.2024 |
Currency redemption | CHF |
Perf. since issue | +72.41% |
Year to date (YTD) | +6.25% |
1 month | +112.50% |
3 months | +64.52% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.29 |
Underlying price on issue | 50.60 |
Premium | 0.03% |
Premium p.a. | 0.07% |
Leverage | 8.15 |
Implied volatility | 0.21 |
ISIN | CH1281049234 |
Symbol | VONKLZ |
Security | 128104923 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.09.2024 |
Underlying | Vontobel Holding N, CH0012335540 |
Underlying ISIN | CH0012335540 |
Strike | 52.00 |
C/P type | call |
Subscription ratio | 10.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 10 |
Value day | 08.12.2023 |
Premium | 2.70% |
Premium p.a. | 7.36% |
Leverage | 11.10 |
Implied volatility | 20.77% |
Moneyness | in-the-money |
Leverage | 8.1461 |
Delta | 0.7339 |
Gamma | 0.0047 |
Theta | -0.0010 |
Rho | 0.0131 |
Vega | 0.0110 |
Fair value | 0.15 |
Intrinsic value | n.a. |
Break-even | 57.00 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
ROCHE GS | 236.70 |
Swiss Re | 107.55 |
ZURICH INSURANCE | 461.70 |
Partners Group Ho... | 1'287.00 |
Swiss Life Hldg | 658.60 |
Name | Price |
---|---|
ABB Ltd | 47.70 |
UBS | 27.41 |
NOVARTIS N | 92.76 |
SONOVA HLDG N | 295.80 |
Lonza Group | 529.40 |