Last price paid | 0.04 | |
Change | +14.29% [ 0.00 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 22.05.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 07.03.2024 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | -41.67% |
Year to date (YTD) | n.a. |
1 month | +166.67% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.06 |
Underlying price on issue | 1.30 |
Premium | 0.07% |
Premium p.a. | 0.74% |
Leverage | 5.05 |
Implied volatility | 0.80 |
ISIN | CH1305140761 |
Symbol | AMS6WZ |
Security | 130514076 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | ams-OSRAM N, AT0000A18XM4 |
Underlying ISIN | AT0000A18XM4 |
Strike | 1.30 |
C/P type | call |
Subscription ratio | 5.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 5 |
Value day | 29.02.2024 |
Premium | 7.08% |
Premium p.a. | 73.81% |
Leverage | 7.87 |
Implied volatility | 79.83% |
Moneyness | in-the-money |
Leverage | 5.0518 |
Delta | 0.6418 |
Gamma | 0.2193 |
Theta | -0.0004 |
Rho | 0.0001 |
Vega | 0.0003 |
Fair value | 0.02 |
Intrinsic value | n.a. |
Break-even | 1.48 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Partners Group Ho... | 1'233.50 |
Holcim | 80.24 |
Swiss Life Hldg | 630.80 |
KUEHNE & NAGEL | 245.80 |
UBS | 28.16 |
Name | Price |
---|---|
NOVARTIS N | 91.74 |
SONOVA HLDG N | 294.20 |
Nestlé SA | 92.42 |
Alcon AG | 82.02 |
ROCHE GS | 230.40 |