ZKB/CALL/S&P 500/4800/0.0025/27.09.24 | Real-time Bid/Ask 09:30:35 2024-07-04 EDT | ||
| 1.79 CHF / 1.8 CHF | +1.99% |
|
| Current month | +2.33% | ||
| 1 month | +38.58% |
Comparison chart between the derivative product and it's underlying value
End-of-day quotes
Chart
S&P 500
Latest news about S&P 500
| Date | Price | Change |
|---|---|---|
| 24-07-03 | 1.76 | +4.76% |
| 24-07-02 | 1.68 | +1.82% |
| 24-07-01 | 1.65 | -4.07% |
| 24-06-28 | 1.72 | +2.38% |
| 24-06-27 | 1.68 | +2.44% |
Delayed Quote Swiss Exchange
Last update July 03, 2024 at 11:20 am
More quotesStatic data
| Product type | Warrants |
|---|---|
| Buy / Sell | CALL |
| Underlying | S&P 500 |
| Issuer | ZKB |
| SPXLPZ | |
| ISIN | CH1281036132 |
| Date issued | 2023-10-19 |
| Strike | 4,800 PTS |
| Maturity | 2024-09-27 (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 | 1.805 |
| Implied Volatility | 17.74 % |
| Total Loss Probability | 3.834 % |
| Intrinsic value | 1.659 |
| Present value | 0.1462 |
| Break even | 5,601.99 CHF |
| Theta | -0.01x |
| Vega | 0x |
| Rho | 0.03x |
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