Last price paid | 0.06 | |
Change | +33.33% [ +0.02 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 07.05.2024 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 | -60.00% |
Year to date (YTD) | n.a. |
1 month | -57.14% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.15 |
Underlying price on issue | 14.25 |
Premium | 0.33% |
Premium p.a. | 3.25% |
Leverage | 5.62 |
Implied volatility | 1.05 |
ISIN | CH1305147576 |
Symbol | VARU8Z |
Security | 130514757 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Varta, DE000A0TGJ55 |
Underlying ISIN | DE000A0TGJ55 |
Strike | 15.00 |
C/P type | call |
Subscription ratio | 10.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 10 |
Value day | 20.03.2024 |
Premium | 32.93% |
Premium p.a. | 324.83% |
Leverage | 19.38 |
Implied volatility | 105.04% |
Moneyness | out-of-the-money |
Leverage | 5.6175 |
Delta | 0.2899 |
Gamma | 0.0088 |
Theta | -0.0018 |
Rho | 0.0003 |
Vega | 0.0013 |
Fair value | 0.06 |
Intrinsic value | n.a. |
Break-even | 15.61 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
SONOVA HLDG N | 291.50 |
LOGITECH INT. | 86.32 |
Alcon AG | 82.44 |
Holcim | 79.02 |
GEBERIT N | 561.40 |
Name | Price |
---|---|
Compagnie Financi... | 140.60 |
Swiss Life Hldg | 616.40 |
ROCHE GS | 231.90 |
NOVARTIS N | 93.16 |
ABB Ltd | 48.11 |