Last price paid | 0.05 | |
Change | -16.67% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 17.05.2024 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 | -86.76% |
Year to date (YTD) | -82.76% |
1 month | -83.87% |
3 months | -84.38% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.34 |
Underlying price on issue | 100.14 |
Premium | 0.07% |
Premium p.a. | 0.62% |
Leverage | 24.48 |
Implied volatility | 0.21 |
ISIN | CH1281050919 |
Symbol | BMWNIZ |
Security | 128105091 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | BMW I, DE0005190003 |
Underlying ISIN | DE0005190003 |
Strike | 102.00 |
C/P type | call |
Subscription ratio | 20.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 20 |
Value day | 08.12.2023 |
Premium | 7.18% |
Premium p.a. | 62.38% |
Leverage | 105.29 |
Implied volatility | 21.47% |
Moneyness | out-of-the-money |
Leverage | 24.4776 |
Delta | 0.2325 |
Gamma | 0.0022 |
Theta | -0.0014 |
Rho | 0.0012 |
Vega | 0.0049 |
Fair value | 0.05 |
Intrinsic value | n.a. |
Break-even | 102.91 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Compagnie Financi... | 144.75 |
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Givaudan | 4'180.00 |
Nestlé SA | 96.62 |
LOGITECH INT. | 82.40 |
Name | Price |
---|---|
SONOVA HLDG N | 291.20 |
Partners Group Ho... | 1'258.00 |
KUEHNE & NAGEL | 247.80 |
Alcon AG | 80.08 |
GEBERIT N | 561.40 |