Last price paid | 0.02 | |
Change | -20.00% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 16.04.2024 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 | -92.31% |
Year to date (YTD) | -85.71% |
1 month | n.a. |
3 months | -84.62% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.13 |
Underlying price on issue | 31.68 |
Premium | 0.22% |
Premium p.a. | 2.07% |
Leverage | 15.38 |
Implied volatility | 0.44 |
ISIN | CH1281050885 |
Symbol | BAYVWZ |
Security | 128105088 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Bayer N, DE000BAY0017 |
Underlying ISIN | DE000BAY0017 |
Strike | 34.00 |
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 | 21.54% |
Premium p.a. | 206.93% |
Leverage | 139.05 |
Implied volatility | 44.30% |
Moneyness | out-of-the-money |
Leverage | 15.3793 |
Delta | 0.1106 |
Gamma | 0.0024 |
Theta | -0.0005 |
Rho | 0.0001 |
Vega | 0.0008 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 34.20 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
ABB Ltd | 47.89 |
LOGITECH INT. | 82.88 |
Sika AG | 283.20 |
Partners Group Ho... | 1'262.00 |
Alcon AG | 80.28 |
Name | Price |
---|---|
SONOVA HLDG N | 280.00 |
Lonza Group | 519.80 |
Nestlé SA | 95.40 |
Swiss Re | 109.20 |
UBS | 27.36 |