Market Closed - Swiss Exchange 08:50:00 04/07/2024 pm IST | ||
1.09 CHF | +2.83% |
|
Current month | +4.81% | ||
1 month | +47.30% |
Comparison chart between the derivative product and it's underlying value
Latest news about S&P 500
Date | Price | Change |
---|---|---|
04/24/04 | 1.09 | +2.83% |
03/24/03 | 1.06 | +4.95% |
02/24/02 | 1.01 | +1.00% |
01/24/01 | 1 | -3.85% |
28/24/28 | 1.04 | +1.96% |
Delayed Quote Swiss Exchange
Last update July 04, 2024 at 08:50 pm IST
More quotesStatic data
Product type | Warrants |
---|---|
Buy / Sell | CALL |
Underlying | S&P 500 |
Issuer | ZKB |
SPXEBZ | |
ISIN | CH1305134855 |
Date issued | 31/01/2024 |
Strike | 5,500 PTS |
Maturity | 27/06/2025 (356 Days) |
Parity | 400 : 1 |
Emission price | 0.57 CHF |
Emission volume | N/A |
Settlement | règlement en espèces |
Currency | CHF |
Technical Indicators
Highest since issue | 1.09 CHF |
---|---|
Lowest since issue | 0.39 CHF |
Delta | 0.7x |
Omega | 7.991 |
Premium | 7.91x |
Gearing | 11.37x |
Moneyness | 1.009 |
Difference Strike | -67.19 PTS |
Difference Strike % | -1.22% |
Spread | 0.01 CHF |
Spread % | 0.91% |
Theoretical value | 1.095 |
Implied Volatility | 13.62 % |
Total Loss Probability | 34.54 % |
Intrinsic value | 0.1097 |
Present value | 0.9853 |
Break even | 5,988.03 CHF |
Theta | -0.01x |
Vega | 0.04x |
Rho | 0.08x |
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