Last price paid | 0.76 | |
Change | +4.11% [ +0.03 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 13.05.2024 17:20 |
Fixing | 17.05.2024 |
Settlement date | 20.12.2023 |
Last trading | 17.05.2024 |
Final fixing | 17.05.2024 |
Currency redemption | CHF |
Perf. since issue | +378.13% |
Year to date (YTD) | +590.91% |
1 month | +76.74% |
3 months | +442.86% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.16 |
Underlying price on issue | 4'546.42 |
Premium | 0.00% |
Premium p.a. | 0.02% |
Leverage | 30.43 |
Implied volatility | 0.10 |
ISIN | CH1281052287 |
Symbol | SX5TRZ |
Security | 128105228 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.05.2024 |
Underlying | EURO STOXX 50 Price EUR, EU0009658145 |
Underlying ISIN | EU0009658145 |
Strike | 4'925.00 |
C/P type | call |
Subscription ratio | 200.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | European |
Delivery of securities | Automatic |
Minimum execution | 200 |
Value day | 13.12.2023 |
Premium | 0.08% |
Premium p.a. | 2.19% |
Leverage | 32.48 |
Implied volatility | 10.28% |
Moneyness | in-the-money |
Leverage | 30.4302 |
Delta | 0.9368 |
Gamma | 0.0000 |
Theta | -0.0064 |
Rho | 0.0089 |
Vega | 0.0059 |
Fair value | 0.02 |
Intrinsic value | n.a. |
Break-even | 5'081.30 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
LOGITECH INT. | 78.16 |
ABB Ltd | 47.81 |
Givaudan | 4'104.00 |
ROCHE GS | 227.80 |
Alcon AG | 74.34 |
Name | Price |
---|---|
Holcim | 78.26 |
Lonza Group | 516.40 |
Partners Group Ho... | 1'238.50 |
Swiss Re | 104.85 |
SONOVA HLDG N | 267.70 |