Last price paid | 0.40 | |
Change | +2.56% [ +0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 15.05.2024 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 | +92.86% |
Year to date (YTD) | -4.76% |
1 month | +185.71% |
3 months | +53.85% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.21 |
Underlying price on issue | 50.60 |
Premium | 0.01% |
Premium p.a. | 0.07% |
Leverage | 11.47 |
Implied volatility | 0.21 |
ISIN | CH1281049184 |
Symbol | VON88Z |
Security | 128104918 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
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 | 0.81% |
Premium p.a. | 6.87% |
Leverage | 13.73 |
Implied volatility | 21.20% |
Moneyness | in-the-money |
Leverage | 11.4711 |
Delta | 0.8356 |
Gamma | 0.0061 |
Theta | -0.0013 |
Rho | 0.0050 |
Vega | 0.0047 |
Fair value | 0.04 |
Intrinsic value | n.a. |
Break-even | 56.05 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Swiss Re | 107.35 |
ROCHE GS | 235.00 |
ZURICH INSURANCE | 462.00 |
Partners Group Ho... | 1'286.50 |
Swiss Life Hldg | 658.40 |
Name | Price |
---|---|
UBS | 27.34 |
ABB Ltd | 47.74 |
Compagnie Financi... | 135.35 |
NOVARTIS N | 92.75 |
SONOVA HLDG N | 296.20 |