Last price paid | 0.055 | |
Change | -21.43% [ -0.02 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 08.05.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 12.01.2024 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | +4.17% |
Year to date (YTD) | n.a. |
1 month | -65.63% |
3 months | -26.67% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.06 |
Underlying price on issue | 76.06 |
Premium | 0.03% |
Premium p.a. | 0.23% |
Leverage | 8.05 |
Implied volatility | 0.44 |
ISIN | CH1305129566 |
Symbol | P91LFZ |
Security | 130512956 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | DIF Porsche Vz I, DE000PAG9113 |
Underlying ISIN | DE000PAG9113 |
Strike | 80.00 |
C/P type | call |
Subscription ratio | 100.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 100 |
Value day | 05.01.2024 |
Premium | 2.96% |
Premium p.a. | 23.48% |
Leverage | 13.14 |
Implied volatility | 44.26% |
Moneyness | in-the-money |
Leverage | 8.0463 |
Delta | 0.6122 |
Gamma | 0.0003 |
Theta | -0.0004 |
Rho | 0.0004 |
Vega | 0.0011 |
Fair value | 0.02 |
Intrinsic value | n.a. |
Break-even | 86.38 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
ROCHE GS | 227.70 |
Givaudan | 4'098.00 |
Alcon AG | 74.34 |
ABB Ltd | 47.63 |
SWISSCOM N | 505.50 |
Name | Price |
---|---|
Partners Group Ho... | 1'241.00 |
Lonza Group | 515.40 |
Swiss Re | 104.70 |
SONOVA HLDG N | 267.80 |
KUEHNE & NAGEL | 246.90 |