Last price paid | 0.16 | |
Change | +45.45% [ +0.05 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 10.05.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 29.02.2024 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | +118.75% |
Year to date (YTD) | n.a. |
1 month | +255.56% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.08 |
Underlying price on issue | 31.27 |
Premium | 0.02% |
Premium p.a. | 0.15% |
Leverage | 7.80 |
Implied volatility | 0.34 |
ISIN | CH1305139656 |
Symbol | RWEY0Z |
Security | 130513965 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | RWE I, DE0007037129 |
Underlying ISIN | DE0007037129 |
Strike | 32.00 |
C/P type | call |
Subscription ratio | 20.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 20 |
Value day | 22.02.2024 |
Premium | 1.85% |
Premium p.a. | 15.00% |
Leverage | 9.77 |
Implied volatility | 33.83% |
Moneyness | in-the-money |
Leverage | 7.7981 |
Delta | 0.7983 |
Gamma | 0.0035 |
Theta | -0.0008 |
Rho | 0.0015 |
Vega | 0.0017 |
Fair value | 0.03 |
Intrinsic value | n.a. |
Break-even | 35.58 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Alcon AG | 80.80 |
SONOVA HLDG N | 280.00 |
Compagnie Financi... | 136.00 |
LOGITECH INT. | 78.90 |
KUEHNE & NAGEL | 248.20 |
Name | Price |
---|---|
ROCHE GS | 222.40 |
Swiss Re | 102.95 |
ZURICH INSURANCE | 450.10 |
Givaudan | 4'059.00 |
Swiss Life Hldg | 642.60 |