Real-time Bid/Ask 03:50:14 02/07/2024 pm IST | ||
1.62 CHF / 1.63 CHF | -0.91% |
|
Current month | -3.53% | ||
1 month | +35.54% |
Comparison chart between the derivative product and it's underlying value
Latest news about S&P 500
Date | Price | Change |
---|---|---|
01/24/01 | 1.64 | -3.53% |
28/24/28 | 1.7 | +1.80% |
27/24/27 | 1.67 | +1.83% |
26/24/26 | 1.64 | -0.61% |
25/24/25 | 1.65 | -1.79% |
Delayed Quote Swiss Exchange
Last update July 01, 2024 at 08:50 pm IST
More quotesStatic data
Product type | Warrants |
---|---|
Buy / Sell | CALL |
Underlying | S&P 500 |
Issuer | ZKB |
SPXWFZ | |
ISIN | CH1250728396 |
Date issued | 04/05/2023 |
Strike | 4,900 PTS |
Maturity | 31/12/2024 (183 Days) |
Parity | 400 : 1 |
Emission price | 0.39 CHF |
Emission volume | N/A |
Settlement | règlement en espèces |
Currency | CHF |
Technical Indicators
Highest since issue | 1.72 CHF |
---|---|
Lowest since issue | 0.27 CHF |
Delta | 0.95x |
Omega | 7.221 |
Premium | 2.63x |
Gearing | 7.62x |
Moneyness | 1.117 |
Difference Strike | -575.1 PTS |
Difference Strike % | -11.74% |
Spread | 0.01 CHF |
Spread % | 0.61% |
Theoretical value | 1.625 |
Implied Volatility | 12.46 % |
Total Loss Probability | 6.291 % |
Intrinsic value | 1.299 |
Present value | 0.3256 |
Break even | 5,619.22 CHF |
Theta | -0.01x |
Vega | 0.01x |
Rho | 0.06x |
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