Last price paid | n.a. | |
Change | -80.00% [ -0.06 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | n.a. n.a. |
Fixing | 19.04.2024 |
Settlement date | 19.02.2024 |
Last trading | 19.04.2024 |
Final fixing | 19.04.2024 |
Currency redemption | CHF |
Perf. since issue | -94.12% |
Year to date (YTD) | n.a. |
1 month | -96.94% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.17 |
Underlying price on issue | 4'736.05 |
Premium | 0.01% |
Premium p.a. | 0.41% |
Leverage | 309.22 |
Implied volatility | 0.05 |
ISIN | CH1305136561 |
Symbol | SX5SNZ |
Security | 130513656 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 26.04.2024 |
Underlying | EURO STOXX 50 Price EUR, EU0009658145 |
Underlying ISIN | EU0009658145 |
Strike | 4'950.00 |
C/P type | call |
Subscription ratio | 200.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | European |
Delivery of securities | Automatic |
Minimum execution | 200 |
Value day | 12.02.2024 |
Premium | 0.79% |
Premium p.a. | 41.43% |
Leverage | 2'378.25 |
Implied volatility | 4.67% |
Moneyness | out-of-the-money |
Leverage | 309.2182 |
Delta | 0.1300 |
Gamma | 0.0000 |
Theta | -0.0029 |
Rho | 0.0006 |
Vega | 0.0070 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 4'952.07 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Alcon AG | 81.50 |
SONOVA HLDG N | 286.30 |
Compagnie Financi... | 136.00 |
LOGITECH INT. | 78.48 |
KUEHNE & NAGEL | 248.40 |
Name | Price |
---|---|
ROCHE GS | 222.50 |
Lonza Group | 505.00 |
Swiss Re | 103.40 |
ABB Ltd | 47.17 |
Swiss Life Hldg | 642.60 |