Last price paid | 0.02 | |
Change | -20.00% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 30.04.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 17.04.2024 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | -75.00% |
Year to date (YTD) | n.a. |
1 month | n.a. |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.06 |
Underlying price on issue | 51.35 |
Premium | 0.13% |
Premium p.a. | 1.13% |
Leverage | 18.54 |
Implied volatility | 0.34 |
ISIN | CH1305151263 |
Symbol | RNO8NZ |
Security | 130515126 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Renault, FR0000131906 |
Underlying ISIN | FR0000131906 |
Strike | 56.00 |
C/P type | call |
Subscription ratio | 20.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 20 |
Value day | 10.04.2024 |
Premium | 13.04% |
Premium p.a. | 113.31% |
Leverage | 163.69 |
Implied volatility | 34.18% |
Moneyness | out-of-the-money |
Leverage | 18.5434 |
Delta | 0.1133 |
Gamma | 0.0017 |
Theta | -0.0005 |
Rho | 0.0002 |
Vega | 0.0016 |
Fair value | 0.02 |
Intrinsic value | n.a. |
Break-even | 56.30 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Compagnie Financi... | 144.85 |
Swiss Re | 109.55 |
LOGITECH INT. | 82.62 |
Givaudan | 4'156.00 |
NOVARTIS N | 93.27 |
Name | Price |
---|---|
SONOVA HLDG N | 292.30 |
Alcon AG | 80.00 |
Partners Group Ho... | 1'264.00 |
ABB Ltd | 47.30 |
GEBERIT N | 562.00 |