Last price paid | 0.02 | |
Change | -20.00% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 25.04.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 07.02.2024 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | -66.67% |
Year to date (YTD) | n.a. |
1 month | n.a. |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.03 |
Underlying price on issue | 130.15 |
Premium | 0.45% |
Premium p.a. | 3.74% |
Leverage | 7.21 |
Implied volatility | 0.87 |
ISIN | CH1305134590 |
Symbol | RDCYPZ |
Security | 130513459 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Redcare Pharmacy N, NL0012044747 |
Underlying ISIN | NL0012044747 |
Strike | 170.00 |
C/P type | call |
Subscription ratio | 250.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 250 |
Value day | 31.01.2024 |
Premium | 45.12% |
Premium p.a. | 374.31% |
Leverage | 46.61 |
Implied volatility | 87.06% |
Moneyness | out-of-the-money |
Leverage | 7.2138 |
Delta | 0.1548 |
Gamma | 0.0000 |
Theta | -0.0004 |
Rho | 0.0001 |
Vega | 0.0004 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 172.55 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Lonza Group | 529.40 |
SONOVA HLDG N | 295.60 |
Sika AG | 283.50 |
Alcon AG | 81.22 |
GEBERIT N | 563.80 |
Name | Price |
---|---|
Compagnie Financi... | 136.35 |
NOVARTIS N | 93.52 |
LOGITECH INT. | 80.68 |
ZURICH INSURANCE | 453.70 |
Swiss Re | 103.75 |