Last price paid | 0.44 | |
Change | -6.38% [ -0.03 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 24.05.2024 17:20 |
Fixing | 20.09.2024 |
Settlement date | 15.12.2023 |
Last trading | 20.09.2024 |
Final fixing | 20.09.2024 |
Currency redemption | CHF |
Perf. since issue | +97.73% |
Year to date (YTD) | +62.96% |
1 month | +46.67% |
3 months | +46.67% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.22 |
Underlying price on issue | 395.25 |
Premium | 0.06% |
Premium p.a. | 0.18% |
Leverage | 6.84 |
Implied volatility | 0.31 |
ISIN | CH1281048954 |
Symbol | VAC7TZ |
Security | 128104895 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.09.2024 |
Underlying | VAT Group N, CH0311864901 |
Underlying ISIN | CH0311864901 |
Strike | 480.00 |
C/P type | call |
Subscription ratio | 100.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 100 |
Value day | 08.12.2023 |
Premium | 6.23% |
Premium p.a. | 18.05% |
Leverage | 11.33 |
Implied volatility | 31.10% |
Moneyness | in-the-money |
Leverage | 6.8431 |
Delta | 0.6040 |
Gamma | 0.0000 |
Theta | -0.0015 |
Rho | 0.0088 |
Vega | 0.0112 |
Fair value | 0.31 |
Intrinsic value | n.a. |
Break-even | 523.50 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Partners Group Ho... | 1'233.50 |
Holcim | 80.24 |
Swiss Life Hldg | 630.80 |
KUEHNE & NAGEL | 245.80 |
UBS | 28.16 |
Name | Price |
---|---|
NOVARTIS N | 91.74 |
SONOVA HLDG N | 294.20 |
Nestlé SA | 92.42 |
Alcon AG | 82.02 |
ROCHE GS | 230.40 |