Last price paid | n.a. | |
Change | -40.00% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | n.a. n.a. |
Fixing | 19.04.2024 |
Settlement date | 11.03.2024 |
Last trading | 19.04.2024 |
Final fixing | 19.04.2024 |
Currency redemption | CHF |
Perf. since issue | -95.83% |
Year to date (YTD) | n.a. |
1 month | -95.71% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.24 |
Underlying price on issue | 4'903.05 |
Premium | 0.02% |
Premium p.a. | 0.94% |
Leverage | 183.73 |
Implied volatility | 0.09 |
ISIN | CH1305141991 |
Symbol | SX5O3Z |
Security | 130514199 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 26.04.2024 |
Underlying | EURO STOXX 50 Price EUR, EU0009658145 |
Underlying ISIN | EU0009658145 |
Strike | 5'000.00 |
C/P type | call |
Subscription ratio | 200.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | European |
Delivery of securities | Automatic |
Minimum execution | 200 |
Value day | 04.03.2024 |
Premium | 1.81% |
Premium p.a. | 94.50% |
Leverage | 2'378.25 |
Implied volatility | 8.77% |
Moneyness | out-of-the-money |
Leverage | 183.7282 |
Delta | 0.0773 |
Gamma | 0.0000 |
Theta | -0.0033 |
Rho | 0.0003 |
Vega | 0.0048 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 5'002.07 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Alcon AG | 79.94 |
SONOVA HLDG N | 285.80 |
LOGITECH INT. | 80.50 |
Compagnie Financi... | 136.40 |
Partners Group Ho... | 1'251.50 |
Name | Price |
---|---|
Lonza Group | 507.40 |
ROCHE GS | 224.60 |
Swiss Re | 103.40 |
Givaudan | 4'066.00 |
SWISSCOM N | 502.00 |