Last price paid | n.a. | |
Change | -25.00% [ -0.11 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | n.a. n.a. |
Fixing | 19.04.2024 |
Settlement date | 18.12.2023 |
Last trading | 19.04.2024 |
Final fixing | 19.04.2024 |
Currency redemption | CHF |
Perf. since issue | +47.73% |
Year to date (YTD) | +120.00% |
1 month | -62.07% |
3 months | +450.00% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.22 |
Underlying price on issue | 4'528.45 |
Premium | 0.00% |
Premium p.a. | 0.08% |
Leverage | 60.32 |
Implied volatility | 0.10 |
ISIN | CH1281051602 |
Symbol | SX52ZZ |
Security | 128105160 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 26.04.2024 |
Underlying | EURO STOXX 50 Price EUR, EU0009658145 |
Underlying ISIN | EU0009658145 |
Strike | 4'850.00 |
C/P type | call |
Subscription ratio | 200.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | European |
Delivery of securities | Automatic |
Minimum execution | 200 |
Value day | 11.12.2023 |
Premium | 0.14% |
Premium p.a. | 7.53% |
Leverage | 73.11 |
Implied volatility | 9.70% |
Moneyness | in-the-money |
Leverage | 60.3234 |
Delta | 0.8252 |
Gamma | 0.0001 |
Theta | -0.0094 |
Rho | 0.0037 |
Vega | 0.0085 |
Fair value | 0.03 |
Intrinsic value | n.a. |
Break-even | 4'917.16 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Lonza Group | 532.20 |
SONOVA HLDG N | 297.50 |
Partners Group Ho... | 1'279.00 |
GEBERIT N | 566.20 |
Sika AG | 283.40 |
Name | Price |
---|---|
NOVARTIS N | 93.30 |
Compagnie Financi... | 136.55 |
LOGITECH INT. | 80.60 |
ZURICH INSURANCE | 453.30 |
Swiss Re | 103.70 |