Last price paid | 0.14 | |
Change | +55.56% [ +0.05 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 22.05.2024 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 | -60.81% |
Year to date (YTD) | -58.82% |
1 month | +366.67% |
3 months | +27.27% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.37 |
Underlying price on issue | 36.88 |
Premium | 0.03% |
Premium p.a. | 0.39% |
Leverage | 14.47 |
Implied volatility | 0.29 |
ISIN | CH1281051016 |
Symbol | IFXVXZ |
Security | 128105101 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Infineon Technolo N, DE0006231004 |
Underlying ISIN | DE0006231004 |
Strike | 38.00 |
C/P type | call |
Subscription ratio | 10.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 10 |
Value day | 08.12.2023 |
Premium | 3.35% |
Premium p.a. | 39.40% |
Leverage | 26.10 |
Implied volatility | 29.47% |
Moneyness | in-the-money |
Leverage | 14.4723 |
Delta | 0.5545 |
Gamma | 0.0121 |
Theta | -0.0023 |
Rho | 0.0017 |
Vega | 0.0044 |
Fair value | 0.13 |
Intrinsic value | n.a. |
Break-even | 39.46 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Givaudan | 4'292.00 |
Partners Group Ho... | 1'239.00 |
ROCHE GS | 231.30 |
Compagnie Financi... | 144.60 |
SONOVA HLDG N | 291.90 |
Name | Price |
---|---|
Lonza Group | 509.00 |
ZURICH INSURANCE | 469.70 |
SWISSCOM N | 489.60 |
NOVARTIS N | 91.79 |
KUEHNE & NAGEL | 250.30 |