Last price paid | 0.015 | |
Change | -25.00% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 22.05.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 02.05.2024 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | -94.12% |
Year to date (YTD) | n.a. |
1 month | n.a. |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.17 |
Underlying price on issue | 106.23 |
Premium | 0.14% |
Premium p.a. | 1.50% |
Leverage | 29.19 |
Implied volatility | 0.26 |
ISIN | CH1305153681 |
Symbol | BMWM5Z |
Security | 130515368 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | BMW I, DE0005190003 |
Underlying ISIN | DE0005190003 |
Strike | 106.00 |
C/P type | call |
Subscription ratio | 20.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 20 |
Value day | 24.04.2024 |
Premium | 14.39% |
Premium p.a. | 150.09% |
Leverage | 460.58 |
Implied volatility | 26.48% |
Moneyness | out-of-the-money |
Leverage | 29.1866 |
Delta | 0.0634 |
Gamma | 0.0008 |
Theta | -0.0007 |
Rho | 0.0003 |
Vega | 0.0018 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 106.20 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Partners Group Ho... | 1'233.50 |
Holcim | 80.24 |
Swiss Life Hldg | 630.80 |
KUEHNE & NAGEL | 245.80 |
UBS | 28.16 |
Name | Price |
---|---|
NOVARTIS N | 91.74 |
SONOVA HLDG N | 294.20 |
Nestlé SA | 92.42 |
Alcon AG | 82.02 |
ROCHE GS | 230.40 |