Real-time Bid/Ask 14:52:52 04/07/2024 BST | ||
1.78 CHF / 1.79 CHF | +1.42% |
Current month | +2.33% | ||
1 month | +38.58% |
Comparison chart between the derivative product and it's underlying value
Latest news about S&P 500
Date | Price | Change |
---|---|---|
03/07/24 | 1.76 | +4.76% |
02/07/24 | 1.68 | +1.82% |
01/07/24 | 1.65 | -4.07% |
28/06/24 | 1.72 | +2.38% |
27/06/24 | 1.68 | +2.44% |
Delayed Quote Swiss Exchange
Last update July 03, 2024 at 04:20 pm
More quotesStatic data
Product type | Warrants |
---|---|
Buy / Sell | CALL |
Underlying | S&P 500 |
Issuer | ZKB |
SPXLPZ | |
ISIN | CH1281036132 |
Date issued | 19/10/2023 |
Strike | 4,800 PTS |
Maturity | 27/09/2024 (85 Days) |
Parity | 400 : 1 |
Emission price | 0.41 CHF |
Emission volume | N/A |
Settlement | règlement en espèces |
Currency | CHF |
Technical Indicators
Highest since issue | 1.76 CHF |
---|---|
Lowest since issue | 0.21 CHF |
Delta | 0.97x |
Omega | 6.685 |
Premium | 1.17x |
Gearing | 6.9x |
Moneyness | 1.154 |
Difference Strike | -737 PTS |
Difference Strike % | -15.35% |
Spread | 0.01 CHF |
Spread % | 0.55% |
Theoretical value | 1.795 |
Implied Volatility | 14.76 % |
Total Loss Probability | 1.605 % |
Intrinsic value | 1.658 |
Present value | 0.1368 |
Break even | 5,597.83 CHF |
Theta | -0.01x |
Vega | 0x |
Rho | 0.03x |
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