Last price paid | 0.025 | |
Change | -16.67% [ 0.00 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 02.05.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 12.03.2024 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | -75.00% |
Year to date (YTD) | n.a. |
1 month | -37.50% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.10 |
Underlying price on issue | 28.01 |
Premium | 0.32% |
Premium p.a. | 2.80% |
Leverage | 8.25 |
Implied volatility | 0.74 |
ISIN | CH1305142577 |
Symbol | AIXB5Z |
Security | 130514257 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | AIXTRON N, DE000A0WMPJ6 |
Underlying ISIN | DE000A0WMPJ6 |
Strike | 30.00 |
C/P type | call |
Subscription ratio | 20.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 20 |
Value day | 05.03.2024 |
Premium | 32.24% |
Premium p.a. | 280.16% |
Leverage | 45.49 |
Implied volatility | 73.53% |
Moneyness | out-of-the-money |
Leverage | 8.2459 |
Delta | 0.1813 |
Gamma | 0.0023 |
Theta | -0.0009 |
Rho | 0.0002 |
Vega | 0.0010 |
Fair value | 0.03 |
Intrinsic value | n.a. |
Break-even | 30.51 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Compagnie Financi... | 145.45 |
Swiss Re | 109.15 |
ZURICH INSURANCE | 474.20 |
ROCHE GS | 237.00 |
NOVARTIS N | 93.38 |
Name | Price |
---|---|
Holcim | 77.70 |
Partners Group Ho... | 1'264.00 |
ABB Ltd | 47.22 |
Alcon AG | 80.28 |
UBS | 27.25 |