Last price paid | 0.01 | |
Change | -50.00% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 24.04.2024 17:20 |
Fixing | 20.12.2024 |
Settlement date | 15.12.2023 |
Last trading | 20.12.2024 |
Final fixing | 20.12.2024 |
Currency redemption | CHF |
Perf. since issue | -86.43% |
Year to date (YTD) | -90.00% |
1 month | n.a. |
3 months | -77.78% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.07 |
Underlying price on issue | 18.39 |
Premium | 1.06% |
Premium p.a. | 1.65% |
Leverage | 3.98 |
Implied volatility | 0.73 |
ISIN | CH1281050745 |
Symbol | EVTCUZ |
Security | 128105074 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 06.01.2025 |
Underlying | Evotec I, DE0005664809 |
Underlying ISIN | DE0005664809 |
Strike | 20.00 |
C/P type | call |
Subscription ratio | 50.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 50 |
Value day | 08.12.2023 |
Premium | 106.06% |
Premium p.a. | 165.43% |
Leverage | 20.63 |
Implied volatility | 72.75% |
Moneyness | out-of-the-money |
Leverage | 3.9812 |
Delta | 0.1930 |
Gamma | 0.0010 |
Theta | -0.0001 |
Rho | 0.0002 |
Vega | 0.0004 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 20.48 |
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 |
Swiss Re | 109.70 |
LOGITECH INT. | 82.66 |
NOVARTIS N | 93.73 |
ROCHE GS | 236.80 |
Name | Price |
---|---|
Partners Group Ho... | 1'256.50 |
Alcon AG | 79.78 |
ABB Ltd | 47.03 |
GEBERIT N | 560.20 |
SONOVA HLDG N | 295.00 |