Last price paid | 0.015 | |
Change | -25.00% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 20.02.2024 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 | -89.29% |
Year to date (YTD) | -87.50% |
1 month | -72.73% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.14 |
Underlying price on issue | 40.64 |
Premium | 0.21% |
Premium p.a. | 1.71% |
Leverage | 14.51 |
Implied volatility | 0.42 |
ISIN | CH1281050661 |
Symbol | RWECHZ |
Security | 128105066 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | RWE I, DE0007037129 |
Underlying ISIN | DE0007037129 |
Strike | 42.00 |
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 | 21.05% |
Premium p.a. | 170.72% |
Leverage | 114.16 |
Implied volatility | 41.98% |
Moneyness | out-of-the-money |
Leverage | 14.5106 |
Delta | 0.1271 |
Gamma | 0.0021 |
Theta | -0.0006 |
Rho | 0.0002 |
Vega | 0.0013 |
Fair value | 0.02 |
Intrinsic value | n.a. |
Break-even | 42.31 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Alcon AG | 79.60 |
SONOVA HLDG N | 279.80 |
LOGITECH INT. | 80.04 |
Compagnie Financi... | 136.25 |
KUEHNE & NAGEL | 248.60 |
Name | Price |
---|---|
Swiss Re | 102.80 |
ROCHE GS | 223.90 |
ZURICH INSURANCE | 449.20 |
Givaudan | 4'060.00 |
ABB Ltd | 47.33 |