Last price paid | n.a. | |
Change | -25.00% [ -0.05 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | n.a. n.a. |
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 | +31.82% |
Year to date (YTD) | n.a. |
1 month | -11.76% |
3 months | +25.00% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.11 |
Underlying price on issue | 44.54 |
Premium | 0.00% |
Premium p.a. | 0.17% |
Leverage | 14.33 |
Implied volatility | 0.36 |
ISIN | CH1305147337 |
Symbol | RNOPCZ |
Security | 130514733 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Renault, FR0000131906 |
Underlying ISIN | FR0000131906 |
Strike | 46.00 |
C/P type | call |
Subscription ratio | 20.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 20 |
Value day | 20.03.2024 |
Premium | 0.33% |
Premium p.a. | 17.15% |
Leverage | 16.07 |
Implied volatility | 36.40% |
Moneyness | in-the-money |
Leverage | 14.3328 |
Delta | 0.8916 |
Gamma | 0.0039 |
Theta | -0.0017 |
Rho | 0.0004 |
Vega | 0.0006 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 49.04 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
SWISSCOM N | 547.50 |
Givaudan | 4'506.00 |
ROCHE GS | 269.20 |
NOVARTIS N | 99.03 |
Swiss Re | 116.30 |
Name | Price |
---|---|
KUEHNE & NAGEL | 231.80 |
Nestlé SA | 82.04 |
Compagnie Financi... | 114.55 |
Sika AG | 268.90 |
Lonza Group | 531.20 |