Last price paid | 0.045 | |
Change | +28.57% [ +0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 10.05.2024 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 | -28.57% |
Year to date (YTD) | n.a. |
1 month | 0.00% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.07 |
Underlying price on issue | 27.94 |
Premium | 0.07% |
Premium p.a. | 0.53% |
Leverage | 12.02 |
Implied volatility | 0.33 |
ISIN | CH1305142593 |
Symbol | BAYIDZ |
Security | 130514259 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Bayer N, DE000BAY0017 |
Underlying ISIN | DE000BAY0017 |
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 | 7.15% |
Premium p.a. | 53.24% |
Leverage | 28.27 |
Implied volatility | 33.20% |
Moneyness | out-of-the-money |
Leverage | 12.0222 |
Delta | 0.4253 |
Gamma | 0.0057 |
Theta | -0.0007 |
Rho | 0.0007 |
Vega | 0.0020 |
Fair value | 0.05 |
Intrinsic value | n.a. |
Break-even | 31.02 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
KUEHNE & NAGEL | 248.90 |
Swiss Re | 106.05 |
UBS | 26.95 |
Holcim | 81.60 |
NOVARTIS N | 92.32 |
Name | Price |
---|---|
Givaudan | 4'053.00 |
Lonza Group | 526.20 |
GEBERIT N | 550.60 |
ZURICH INSURANCE | 457.40 |
LOGITECH INT. | 77.02 |