Last price paid | 0.085 | |
Change | +70.00% [ +0.04 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 10.05.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 23.02.2024 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | +50.00% |
Year to date (YTD) | n.a. |
1 month | +240.00% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.07 |
Underlying price on issue | 31.90 |
Premium | 0.03% |
Premium p.a. | 0.27% |
Leverage | 10.46 |
Implied volatility | 0.31 |
ISIN | CH1305137718 |
Symbol | RWEDQZ |
Security | 130513771 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | RWE I, DE0007037129 |
Underlying ISIN | DE0007037129 |
Strike | 34.00 |
C/P type | call |
Subscription ratio | 20.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 20 |
Value day | 16.02.2024 |
Premium | 3.30% |
Premium p.a. | 26.73% |
Leverage | 16.33 |
Implied volatility | 31.10% |
Moneyness | in-the-money |
Leverage | 10.4596 |
Delta | 0.6406 |
Gamma | 0.0050 |
Theta | -0.0009 |
Rho | 0.0012 |
Vega | 0.0023 |
Fair value | 0.06 |
Intrinsic value | n.a. |
Break-even | 36.14 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Alcon AG | 80.32 |
SONOVA HLDG N | 286.40 |
LOGITECH INT. | 80.62 |
Compagnie Financi... | 136.20 |
Partners Group Ho... | 1'248.50 |
Name | Price |
---|---|
ROCHE GS | 223.40 |
Swiss Re | 103.15 |
Lonza Group | 512.60 |
Givaudan | 4'074.00 |
ZURICH INSURANCE | 452.40 |