Last price paid | 0.015 | |
Change | -25.00% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 02.05.2024 17:20 |
Fixing | 17.05.2024 |
Settlement date | 04.04.2024 |
Last trading | 17.05.2024 |
Final fixing | 17.05.2024 |
Currency redemption | CHF |
Perf. since issue | -88.46% |
Year to date (YTD) | n.a. |
1 month | -86.36% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.13 |
Underlying price on issue | 5'055.46 |
Premium | 0.02% |
Premium p.a. | 0.61% |
Leverage | 152.58 |
Implied volatility | 0.08 |
ISIN | CH1305149127 |
Symbol | SX5GZZ |
Security | 130514912 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.05.2024 |
Underlying | EURO STOXX 50 Price EUR, EU0009658145 |
Underlying ISIN | EU0009658145 |
Strike | 5'200.00 |
C/P type | call |
Subscription ratio | 200.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | European |
Delivery of securities | Automatic |
Minimum execution | 200 |
Value day | 26.03.2024 |
Premium | 2.01% |
Premium p.a. | 61.09% |
Leverage | 1'669.19 |
Implied volatility | 7.82% |
Moneyness | out-of-the-money |
Leverage | 152.5797 |
Delta | 0.0914 |
Gamma | 0.0000 |
Theta | -0.0028 |
Rho | 0.0007 |
Vega | 0.0075 |
Fair value | 0.02 |
Intrinsic value | n.a. |
Break-even | 5'203.06 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Lonza Group | 532.20 |
SONOVA HLDG N | 297.50 |
Partners Group Ho... | 1'279.00 |
GEBERIT N | 566.20 |
Sika AG | 283.40 |
Name | Price |
---|---|
NOVARTIS N | 93.30 |
Compagnie Financi... | 136.55 |
LOGITECH INT. | 80.60 |
ZURICH INSURANCE | 453.30 |
Swiss Re | 103.70 |