Last price paid | 0.39 | |
Change | +21.88% [ +0.07 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 14.05.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 15.03.2024 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | +558.33% |
Year to date (YTD) | n.a. |
1 month | +105.26% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.06 |
Underlying price on issue | 11.10 |
Premium | 0.02% |
Premium p.a. | 0.17% |
Leverage | 7.04 |
Implied volatility | 0.38 |
ISIN | CH1305143294 |
Symbol | CBKXQZ |
Security | 130514329 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Commerzbank I, DE000CBK1001 |
Underlying ISIN | DE000CBK1001 |
Strike | 13.00 |
C/P type | call |
Subscription ratio | 4.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 4 |
Value day | 08.03.2024 |
Premium | 2.11% |
Premium p.a. | 17.10% |
Leverage | 8.88 |
Implied volatility | 38.32% |
Moneyness | in-the-money |
Leverage | 7.0367 |
Delta | 0.7925 |
Gamma | 0.0379 |
Theta | -0.0018 |
Rho | 0.0029 |
Vega | 0.0035 |
Fair value | 0.07 |
Intrinsic value | n.a. |
Break-even | 14.61 |
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 |