Real-time Bid/Ask 07:21:30 04/07/2024 pm IST | ||
0.8 CHF / 0.81 CHF | +5.92% |
|
Current month | +4.11% | ||
1 month | +137.50% |
Comparison chart between the derivative product and it's underlying value
Latest news about S&P 500
Date | Price | Change |
---|---|---|
03/24/03 | 0.76 | +16.92% |
02/24/02 | 0.65 | +3.17% |
01/24/01 | 0.63 | -13.70% |
28/24/28 | 0.73 | +5.80% |
27/24/27 | 0.69 | +4.55% |
Delayed Quote Swiss Exchange
Last update July 03, 2024 at 08:50 pm IST
More quotesStatic data
Product type | Warrants |
---|---|
Buy / Sell | CALL |
Underlying | S&P 500 |
Issuer | ZKB |
SPX07Z | |
ISIN | CH1305134798 |
Date issued | 31/01/2024 |
Strike | 5,500 PTS |
Maturity | 27/09/2024 (85 Days) |
Parity | 200 : 1 |
Emission price | 0.27 CHF |
Emission volume | N/A |
Settlement | règlement en espèces |
Currency | CHF |
Technical Indicators
Highest since issue | 0.81 CHF |
---|---|
Lowest since issue | 0.18 CHF |
Delta | 0.65x |
Omega | 20.02 |
Premium | 2.56x |
Gearing | 30.95x |
Moneyness | 1.007 |
Difference Strike | -37.02 PTS |
Difference Strike % | -0.67% |
Spread | 0.01 CHF |
Spread % | 1.23% |
Theoretical value | 0.8050 |
Implied Volatility | 11.31 % |
Total Loss Probability | 37.38 % |
Intrinsic value | 0.1666 |
Present value | 0.6384 |
Break even | 5,678.90 CHF |
Theta | -0.04x |
Vega | 0.04x |
Rho | 0.04x |
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