Last price paid | 0.33 | |
Change | +26.92% [ +0.07 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 10.05.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 15.12.2023 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | +157.69% |
Year to date (YTD) | +94.12% |
1 month | -21.43% |
3 months | +32.00% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.13 |
Underlying price on issue | 98.30 |
Premium | 0.02% |
Premium p.a. | 0.13% |
Leverage | 12.33 |
Implied volatility | 0.23 |
ISIN | CH1281049630 |
Symbol | SFSB8Z |
Security | 128104963 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | SFS Group N, CH0239229302 |
Underlying ISIN | CH0239229302 |
Strike | 110.00 |
C/P type | call |
Subscription ratio | 20.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 20 |
Value day | 08.12.2023 |
Premium | 1.66% |
Premium p.a. | 13.42% |
Leverage | 17.13 |
Implied volatility | 23.37% |
Moneyness | in-the-money |
Leverage | 12.3282 |
Delta | 0.7195 |
Gamma | 0.0018 |
Theta | -0.0019 |
Rho | 0.0047 |
Vega | 0.0068 |
Fair value | 0.10 |
Intrinsic value | n.a. |
Break-even | 116.70 |
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 |