Last price paid | 0.02 | |
Change | -20.00% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 29.04.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 27.03.2024 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | -71.43% |
Year to date (YTD) | n.a. |
1 month | -76.47% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.07 |
Underlying price on issue | 167.00 |
Premium | 0.12% |
Premium p.a. | 0.86% |
Leverage | 22.93 |
Implied volatility | 0.24 |
ISIN | CH1305147774 |
Symbol | AIRHYZ |
Security | 130514777 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Airbus Br Rg, NL0000235190 |
Underlying ISIN | NL0000235190 |
Strike | 178.89 |
C/P type | call |
Subscription ratio | 49.69 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 49.69191 |
Value day | 20.03.2024 |
Premium | 11.51% |
Premium p.a. | 85.73% |
Leverage | 158.65 |
Implied volatility | 24.20% |
Moneyness | out-of-the-money |
Leverage | 22.9276 |
Delta | 0.1445 |
Gamma | 0.0003 |
Theta | -0.0007 |
Rho | 0.0006 |
Vega | 0.0026 |
Fair value | 0.02 |
Intrinsic value | n.a. |
Break-even | 181.02 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
KUEHNE & NAGEL | 246.50 |
Compagnie Financi... | 136.05 |
Holcim | 81.44 |
Swiss Re | 105.40 |
ROCHE GS | 226.00 |
Name | Price |
---|---|
Givaudan | 4'056.00 |
GEBERIT N | 549.60 |
ZURICH INSURANCE | 457.30 |
Nestlé SA | 94.70 |
Lonza Group | 530.00 |