Real-time Bid/Ask 10:08:29 2024-07-04 EDT | ||
0.79 CHF / 0.8 CHF | +4.61% |
|
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 |
---|---|---|
24-07-03 | 0.76 | +16.92% |
24-07-02 | 0.65 | +3.17% |
24-07-01 | 0.63 | -13.70% |
24-06-28 | 0.73 | +5.80% |
24-06-27 | 0.69 | +4.55% |
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 |
SPX07Z | |
ISIN | CH1305134798 |
Date issued | 2024-01-31 |
Strike | 5,500 PTS |
Maturity | 2024-09-27 (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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