Last price paid | 0.84 | |
Change | +12.00% [ +0.09 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 14.05.2024 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 | +284.09% |
Year to date (YTD) | n.a. |
1 month | +61.54% |
3 months | +394.12% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.22 |
Underlying price on issue | 10.73 |
Premium | 0.01% |
Premium p.a. | 0.07% |
Leverage | 3.92 |
Implied volatility | 0.51 |
ISIN | CH1305134491 |
Symbol | CBK0HZ |
Security | 130513449 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Commerzbank I, DE000CBK1001 |
Underlying ISIN | DE000CBK1001 |
Strike | 11.00 |
C/P type | call |
Subscription ratio | 4.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 4 |
Value day | 31.01.2024 |
Premium | 0.82% |
Premium p.a. | 6.64% |
Leverage | 4.16 |
Implied volatility | 51.07% |
Moneyness | in-the-money |
Leverage | 3.9245 |
Delta | 0.9441 |
Gamma | 0.0112 |
Theta | -0.0010 |
Rho | 0.0030 |
Vega | 0.0014 |
Fair value | 0.03 |
Intrinsic value | n.a. |
Break-even | 14.45 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Lonza Group | 519.00 |
SONOVA HLDG N | 289.30 |
Partners Group Ho... | 1'263.50 |
ROCHE GS | 226.20 |
ABB Ltd | 47.89 |
Name | Price |
---|---|
Nestlé SA | 94.32 |
Alcon AG | 79.76 |
KUEHNE & NAGEL | 247.20 |
Compagnie Financi... | 136.40 |
SWISSCOM N | 502.50 |