Last price paid | 0.74 | |
Change | +13.85% [ +0.09 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 10.05.2024 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 | +132.81% |
Year to date (YTD) | n.a. |
1 month | +25.42% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.32 |
Underlying price on issue | 31.65 |
Premium | 0.07% |
Premium p.a. | 0.08% |
Leverage | 5.70 |
Implied volatility | 0.25 |
ISIN | CH1305146701 |
Symbol | ACLVAZ |
Security | 130514670 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.03.2025 |
Underlying | Accelleron Ind N, CH1169360919 |
Underlying ISIN | CH1169360919 |
Strike | 36.00 |
C/P type | call |
Subscription ratio | 5.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 5 |
Value day | 19.03.2024 |
Premium | 7.31% |
Premium p.a. | 8.28% |
Leverage | 9.94 |
Implied volatility | 24.86% |
Moneyness | in-the-money |
Leverage | 5.6951 |
Delta | 0.5731 |
Gamma | 0.0091 |
Theta | -0.0009 |
Rho | 0.0259 |
Vega | 0.0266 |
Fair value | 0.54 |
Intrinsic value | n.a. |
Break-even | 39.73 |
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 |