Last price paid | 0.61 | |
Change | +1.67% [ +0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 03.06.2024 17:20 |
Fixing | 21.03.2025 |
Settlement date | 26.03.2024 |
Last trading | 21.03.2025 |
Final fixing | 21.03.2025 |
Currency redemption | CHF |
Perf. since issue | +16.04% |
Year to date (YTD) | n.a. |
1 month | +17.31% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.53 |
Underlying price on issue | 152.60 |
Premium | 0.06% |
Premium p.a. | 0.07% |
Leverage | 7.73 |
Implied volatility | 0.17 |
ISIN | CH1305146206 |
Symbol | ALL7MZ |
Security | 130514620 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.03.2025 |
Underlying | Allreal Hldg N, CH0008837566 |
Underlying ISIN | CH0008837566 |
Strike | 150.00 |
C/P type | call |
Subscription ratio | 20.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 20 |
Value day | 19.03.2024 |
Premium | 5.80% |
Premium p.a. | 7.11% |
Leverage | 12.47 |
Implied volatility | 17.30% |
Moneyness | in-the-money |
Leverage | 7.7272 |
Delta | 0.6196 |
Gamma | 0.0008 |
Theta | -0.0009 |
Rho | 0.0338 |
Vega | 0.0264 |
Fair value | 0.45 |
Intrinsic value | n.a. |
Break-even | 162.30 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Nestlé SA | 96.46 |
ABB Ltd | 49.79 |
ROCHE GS | 232.10 |
SWISSCOM N | 500.00 |
GEBERIT N | 552.20 |
Name | Price |
---|---|
LOGITECH INT. | 87.38 |
Swiss Re | 113.55 |
Sika AG | 270.90 |
SONOVA HLDG N | 283.00 |
Givaudan | 4'214.00 |