Last price paid | 0.02 | |
Change | +33.33% [ +0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 16.05.2024 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 | -90.48% |
Year to date (YTD) | n.a. |
1 month | -55.56% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.21 |
Underlying price on issue | 56.06 |
Premium | 0.10% |
Premium p.a. | 0.95% |
Leverage | 20.12 |
Implied volatility | 0.29 |
ISIN | CH1305143237 |
Symbol | BOSOTZ |
Security | 130514323 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Hugo Boss N, DE000A1PHFF7 |
Underlying ISIN | DE000A1PHFF7 |
Strike | 54.00 |
C/P type | call |
Subscription ratio | 25.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 25 |
Value day | 08.03.2024 |
Premium | 9.85% |
Premium p.a. | 94.59% |
Leverage | 98.02 |
Implied volatility | 28.69% |
Moneyness | out-of-the-money |
Leverage | 20.1170 |
Delta | 0.2052 |
Gamma | 0.0025 |
Theta | -0.0007 |
Rho | 0.0004 |
Vega | 0.0018 |
Fair value | 0.02 |
Intrinsic value | n.a. |
Break-even | 54.51 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
ABB Ltd | 48.08 |
LOGITECH INT. | 83.32 |
Alcon AG | 80.58 |
NOVARTIS N | 93.82 |
Partners Group Ho... | 1'260.50 |
Name | Price |
---|---|
SONOVA HLDG N | 281.90 |
Lonza Group | 514.60 |
Compagnie Financi... | 142.70 |
KUEHNE & NAGEL | 244.30 |
Nestlé SA | 95.72 |